+183.6%
ADI vs ABCL
-80.5%
+264.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.7% | -6.0% | -0.1% |
| 7D | -12.8% | -3.2% | -9.7% | -12.5% |
| 30D | -11.3% | -7.4% | -3.9% | -10.6% |
| 3M | -3.4% | +81.9% | -85.3% | -11.0% |
| 6M | -12.0% | +135.7% | -147.7% | -22.7% |
| YTD | +35.3% | +247.4% | -212.1% | +11.6% |
| 1Y | +58.1% | +162.3% | -104.2% | +35.0% |
| 3Y | +127.4% | +165.5% | -38.1% | +82.5% |
| 5Y | +114.6% | -21.3% | +135.9% | +87.9% |
| All | +183.6% | -80.5% | +264.1% | +165.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ABCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling