-21.9%
ALK vs ABCL
-80.5%
+58.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.7% | -6.1% | -0.1% |
| 7D | +9.0% | -3.2% | +12.2% | +9.2% |
| 30D | -1.6% | -7.4% | +5.8% | -1.2% |
| 3M | -23.2% | +81.9% | -105.1% | -30.0% |
| 6M | -3.9% | +135.7% | -139.6% | -16.4% |
| YTD | -22.6% | +247.4% | -270.0% | -36.4% |
| 1Y | -5.3% | +162.3% | -167.6% | -19.9% |
| 3Y | +18.6% | +165.5% | -146.9% | -5.5% |
| 5Y | -34.4% | -21.3% | -13.1% | -44.1% |
| All | -21.9% | -80.5% | +58.6% | -27.8% |
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 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