-9.0%
ALC vs ABCL
-30.0%
+21.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.4% | +8.4% | -0.2% |
| 7D | +7.6% | -14.9% | +22.5% | +8.9% |
| 30D | +21.1% | -15.4% | +36.5% | +22.4% |
| 3M | +8.5% | +88.0% | -79.5% | +1.3% |
| 6M | +2.8% | +138.8% | -136.0% | -7.2% |
| YTD | -2.4% | +225.4% | -227.8% | -15.3% |
| 1Y | +3.5% | +137.3% | -133.8% | -7.6% |
| 3Y | +4.2% | +136.8% | -132.6% | -10.8% |
| 5Y | -9.0% | -26.2% | +17.3% | -13.3% |
| All | -9.0% | -30.0% | +21.1% | -13.3% |
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