+95.5%
AG vs ABCL
-81.2%
+176.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | +4.5% | +1.4% | +3.1% | +4.2% |
| 30D | +12.9% | +65.1% | -52.2% | -0.1% |
| 3M | +20.9% | +111.1% | -90.1% | +0.5% |
| 6M | -19.5% | +231.6% | -251.1% | -39.5% |
| YTD | +24.8% | +234.5% | -209.7% | -6.6% |
| 1Y | +120.2% | +174.3% | -54.1% | +70.3% |
| 3Y | +279.0% | +111.5% | +167.5% | +188.6% |
| 5Y | +67.9% | -37.3% | +105.2% | +47.2% |
| All | +95.5% | -81.2% | +176.8% | +113.9% |
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