+440.2%
ALM vs ABCL
-18.8%
+459.0%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +5.2% | +2.8% | +7.2% |
| 7D | +0.7% | +12.4% | -11.7% | -1.2% |
| 30D | -26.1% | -0.4% | -25.7% | -26.1% |
| 3M | -38.1% | +80.4% | -118.5% | -44.6% |
| 6M | -55.4% | +138.5% | -194.0% | -62.3% |
| YTD | -0.4% | +265.5% | -265.9% | -21.7% |
| 1Y | +25.4% | +219.7% | -194.3% | +0.1% |
| 3Y | +907.8% | +209.4% | +698.3% | +678.7% |
| 5Y | +440.2% | -15.0% | +455.2% | +357.9% |
| All | +440.2% | -18.8% | +459.0% | +357.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling