+63.2%
ADM vs ABCL
-79.6%
+142.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -1.8% | +2.3% | -4.1% | -1.9% |
| 30D | -13.3% | -0.7% | -12.6% | -13.3% |
| 3M | -13.4% | +33.4% | -46.8% | -14.7% |
| 6M | -9.6% | +137.8% | -147.4% | -13.4% |
| YTD | +23.0% | +264.3% | -241.3% | +15.3% |
| 1Y | +27.4% | +209.2% | -181.8% | +20.1% |
| 3Y | +5.7% | +208.4% | -202.7% | -2.5% |
| 5Y | +22.1% | -11.9% | +34.0% | +16.1% |
| All | +63.2% | -79.6% | +142.8% | +62.2% |
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