+188.1%
ALL vs ABCL
-80.4%
+268.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +0.4% |
| 7D | -2.6% | -2.7% | +0.1% | -2.6% |
| 30D | +12.7% | -5.4% | +18.1% | +12.7% |
| 3M | +0.4% | +22.4% | -22.0% | +0.3% |
| 6M | +23.8% | +127.6% | -103.8% | +23.4% |
| YTD | +27.8% | +249.4% | -221.6% | +27.0% |
| 1Y | +28.9% | +198.0% | -169.1% | +28.2% |
| 3Y | +113.9% | +195.8% | -81.9% | +110.8% |
| 5Y | +157.4% | -20.6% | +178.0% | +159.1% |
| All | +188.1% | -80.4% | +268.5% | +192.2% |
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