+36.5%
ALLY vs ABCL
-81.2%
+117.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.9% |
| 7D | +0.4% | -3.3% | +3.6% | +0.7% |
| 30D | +5.2% | -7.1% | +12.4% | +5.7% |
| 3M | -13.3% | +4.7% | -18.0% | -14.7% |
| 6M | -6.7% | +140.9% | -147.5% | -19.2% |
| YTD | -12.8% | +236.0% | -248.8% | -28.7% |
| 1Y | +0.7% | +217.4% | -216.7% | -17.1% |
| 3Y | +65.2% | +188.7% | -123.5% | +29.9% |
| 5Y | -10.1% | -23.5% | +13.4% | -21.8% |
| All | +36.5% | -81.2% | +117.7% | +21.7% |
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