+610.4%
ALM vs ABCL
-79.5%
+689.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +5.2% | +2.8% | +7.3% |
| 7D | +0.7% | +12.4% | -11.7% | -0.8% |
| 30D | -26.1% | -0.4% | -25.7% | -26.1% |
| 3M | -38.1% | +80.4% | -118.5% | -43.5% |
| 6M | -55.4% | +138.5% | -194.0% | -61.1% |
| YTD | -0.4% | +265.5% | -265.9% | -18.0% |
| 1Y | +25.4% | +219.7% | -194.3% | +4.5% |
| 3Y | +907.8% | +209.4% | +698.3% | +718.5% |
| 5Y | +440.2% | -15.0% | +455.2% | +364.1% |
| All | +610.4% | -79.5% | +689.9% | +548.2% |
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