+260.3%
AGI vs ABCL
-79.6%
+339.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.3% | -5.0% | -5.3% |
| 7D | +13.9% | +2.3% | +11.6% | +13.6% |
| 30D | -6.2% | -0.7% | -5.6% | -6.4% |
| 3M | -6.9% | +33.4% | -40.4% | -10.1% |
| 6M | -28.7% | +137.8% | -166.5% | -35.7% |
| YTD | -19.8% | +264.3% | -284.1% | -30.7% |
| 1Y | -4.8% | +209.2% | -214.0% | -16.8% |
| 3Y | +144.3% | +208.4% | -64.1% | +108.5% |
| 5Y | +277.2% | -11.9% | +289.1% | +239.7% |
| All | +260.3% | -79.6% | +339.9% | +238.0% |
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