+183.3%
ADI vs ABCL
-81.2%
+264.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +2.4% | +1.4% | +1.0% | +2.3% |
| 30D | -6.6% | +65.1% | -71.7% | -12.7% |
| 3M | -9.8% | +111.1% | -120.9% | -18.8% |
| 6M | +15.7% | +231.6% | -215.9% | -2.8% |
| YTD | +35.1% | +234.5% | -199.4% | +12.3% |
| 1Y | +47.7% | +174.3% | -126.6% | +24.8% |
| 3Y | +114.5% | +111.5% | +3.0% | +76.9% |
| 5Y | +141.2% | -37.3% | +178.5% | +114.6% |
| All | +183.3% | -81.2% | +264.6% | +166.8% |
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