+18.9%
ALC vs ABCL
-80.5%
+99.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.7% | -8.8% | -2.6% |
| 7D | +4.9% | -3.2% | +8.1% | +5.0% |
| 30D | +19.0% | -7.4% | +26.4% | +19.2% |
| 3M | +7.8% | +81.9% | -74.2% | +2.2% |
| 6M | +14.6% | +135.7% | -121.1% | +5.7% |
| YTD | -4.4% | +247.4% | -251.8% | -15.2% |
| 1Y | +1.4% | +162.3% | -160.9% | -8.2% |
| 3Y | +2.5% | +165.5% | -163.0% | -10.4% |
| 5Y | -10.9% | -21.3% | +10.4% | -18.0% |
| All | +18.9% | -80.5% | +99.4% | +12.4% |
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