+388.8%
AGI vs ABCL
-39.9%
+428.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +4.4% | +1.4% | +3.0% | +4.2% |
| 30D | +10.0% | +65.1% | -55.1% | +3.3% |
| 3M | +1.7% | +111.1% | -109.3% | -7.6% |
| 6M | -26.8% | +231.6% | -258.4% | -37.0% |
| YTD | -5.3% | +234.5% | -239.8% | -18.8% |
| 1Y | +11.5% | +174.3% | -162.9% | -3.0% |
| 3Y | +212.9% | +111.5% | +101.5% | +171.0% |
| 5Y | +388.8% | -37.3% | +426.1% | +328.3% |
| All | +388.8% | -39.9% | +428.7% | +328.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling