+253.3%
APA vs ABCL
-81.2%
+334.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.8% | +1.7% |
| 7D | +8.5% | -3.3% | +11.8% | +8.8% |
| 30D | +2.8% | -7.1% | +9.9% | +3.2% |
| 3M | +21.7% | +4.7% | +17.0% | +20.0% |
| 6M | +32.6% | +140.9% | -108.3% | +18.7% |
| YTD | +103.7% | +236.0% | -132.3% | +73.1% |
| 1Y | +101.8% | +217.4% | -115.6% | +72.5% |
| 3Y | +48.1% | +188.7% | -140.6% | +21.2% |
| 5Y | +91.9% | -23.5% | +115.4% | +69.3% |
| All | +253.3% | -81.2% | +334.5% | +249.9% |
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 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