+28.6%
AG vs ABCL
-81.2%
+109.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.2% |
| 7D | -10.0% | -3.3% | -6.7% | -9.3% |
| 30D | -10.5% | -7.1% | -3.4% | -9.4% |
| 3M | -27.3% | +4.7% | -32.0% | -28.7% |
| 6M | -43.0% | +140.9% | -183.9% | -54.4% |
| YTD | -17.9% | +236.0% | -253.9% | -39.1% |
| 1Y | +11.9% | +217.4% | -205.5% | -16.1% |
| 3Y | +201.8% | +188.7% | +13.1% | +117.4% |
| 5Y | -0.1% | -23.5% | +23.4% | -14.7% |
| All | +28.6% | -81.2% | +109.8% | +39.5% |
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