+71.7%
ADM vs ABCL
-81.2%
+152.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +2.8% |
| 7D | +4.2% | -3.3% | +7.5% | +4.3% |
| 30D | -12.8% | -7.1% | -5.7% | -12.7% |
| 3M | -8.5% | +4.7% | -13.2% | -9.0% |
| 6M | -10.9% | +140.9% | -151.8% | -14.7% |
| YTD | +29.4% | +236.0% | -206.5% | +21.6% |
| 1Y | +27.5% | +217.4% | -189.9% | +20.1% |
| 3Y | +10.3% | +188.7% | -178.4% | +2.0% |
| 5Y | +27.4% | -23.5% | +50.9% | +21.6% |
| All | +71.7% | -81.2% | +152.9% | +71.1% |
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