-16.4%
ALK vs ABCL
-79.5%
+63.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.2% | +1.9% | +6.5% |
| 7D | +8.9% | +12.4% | -3.5% | +7.4% |
| 30D | +5.9% | -0.4% | +6.3% | +5.6% |
| 3M | -16.5% | +80.4% | -96.9% | -23.7% |
| 6M | +2.1% | +138.5% | -136.4% | -11.2% |
| YTD | -17.1% | +265.5% | -282.6% | -32.3% |
| 1Y | -2.9% | +219.7% | -222.6% | -19.5% |
| 3Y | +24.5% | +209.4% | -184.9% | -2.4% |
| 5Y | -29.1% | -15.0% | -14.1% | -39.9% |
| All | -16.4% | -79.5% | +63.1% | -23.1% |
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