-26.7%
ALB vs ABCL
-79.6%
+52.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.2% |
| 7D | +5.3% | +2.3% | +3.0% | +4.5% |
| 30D | -6.3% | -0.7% | -5.6% | -6.7% |
| 3M | -27.4% | +33.4% | -60.8% | -33.3% |
| 6M | -53.1% | +137.8% | -190.9% | -63.6% |
| YTD | -32.3% | +264.3% | -296.6% | -53.5% |
| 1Y | -7.3% | +209.2% | -216.5% | -34.0% |
| 3Y | -14.9% | +208.4% | -223.3% | -43.6% |
| 5Y | -62.0% | -11.9% | -50.1% | -70.7% |
| All | -26.7% | -79.6% | +52.8% | -36.1% |
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