+37.3%
ALLY vs ABCL
-79.5%
+116.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.2% | -4.3% | +0.3% |
| 7D | -0.2% | +12.4% | -12.6% | -1.7% |
| 30D | +3.4% | -0.4% | +3.8% | +3.1% |
| 3M | -11.1% | +80.4% | -91.4% | -18.8% |
| 6M | -11.5% | +138.5% | -150.0% | -23.2% |
| YTD | -12.3% | +265.5% | -277.8% | -29.0% |
| 1Y | +1.1% | +219.7% | -218.6% | -16.8% |
| 3Y | +64.8% | +209.4% | -144.6% | +28.6% |
| 5Y | -6.9% | -15.0% | +8.2% | -19.8% |
| All | +37.3% | -79.5% | +116.8% | +21.2% |
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