+560.6%
ALM vs ABCL
-80.4%
+641.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.8% |
| 7D | -7.2% | -2.7% | -4.5% | -6.8% |
| 30D | -26.4% | -5.4% | -20.9% | -25.9% |
| 3M | -38.6% | +22.4% | -61.0% | -40.5% |
| 6M | -61.0% | +127.6% | -188.6% | -65.8% |
| YTD | -7.4% | +249.4% | -256.8% | -23.3% |
| 1Y | +14.0% | +198.0% | -184.0% | -4.2% |
| 3Y | +844.4% | +195.8% | +648.7% | +671.8% |
| 5Y | +410.8% | -20.6% | +431.4% | +341.9% |
| All | +560.6% | -80.4% | +641.0% | +506.5% |
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