-22.4%
ALK vs ABCL
-81.8%
+59.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.4% | +6.1% | -2.2% |
| 7D | +7.1% | -14.9% | +22.0% | +8.8% |
| 30D | -3.0% | -15.4% | +12.4% | -1.6% |
| 3M | -25.6% | +88.0% | -113.7% | -32.7% |
| 6M | +0.5% | +138.8% | -138.3% | -12.8% |
| YTD | -23.1% | +225.4% | -248.5% | -36.3% |
| 1Y | -7.5% | +137.3% | -144.9% | -20.9% |
| 3Y | +15.3% | +136.8% | -121.5% | -6.9% |
| 5Y | -34.8% | -26.2% | -8.6% | -44.0% |
| All | -22.4% | -81.8% | +59.3% | -27.7% |
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