-15.5%
ALC vs ABCL
-41.3%
+25.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.1% |
| 7D | -2.1% | +0.7% | -2.8% | -2.2% |
| 30D | -0.1% | +93.1% | -93.2% | -6.4% |
| 3M | +5.9% | +79.4% | -73.5% | -0.7% |
| 6M | -15.9% | +214.9% | -230.8% | -25.8% |
| YTD | -10.1% | +234.2% | -244.3% | -21.7% |
| 1Y | -10.2% | +174.8% | -185.0% | -20.9% |
| 3Y | -13.6% | +104.5% | -118.0% | -24.5% |
| All | -15.5% | -41.3% | +25.7% | -19.8% |
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