+185.2%
ALL vs ABCL
-81.3%
+266.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.3% |
| 7D | 0.0% | +0.7% | -0.7% | 0.0% |
| 30D | -1.5% | +93.1% | -94.6% | -1.7% |
| 3M | +23.6% | +79.4% | -55.8% | +23.4% |
| 6M | +22.3% | +214.9% | -192.5% | +21.6% |
| YTD | +26.5% | +234.2% | -207.7% | +25.7% |
| 1Y | +27.0% | +174.8% | -147.8% | +26.2% |
| 3Y | +149.6% | +104.5% | +45.1% | +148.7% |
| 5Y | +118.1% | -39.0% | +157.1% | +119.2% |
| All | +185.2% | -81.3% | +266.4% | +189.4% |
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