+225.6%
APA vs ABCL
-80.5%
+306.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.7% | -4.1% | +2.0% |
| 7D | -15.5% | -3.2% | -12.3% | -15.3% |
| 30D | +2.4% | -7.4% | +9.8% | +2.8% |
| 3M | +22.8% | +81.9% | -59.1% | +14.3% |
| 6M | +17.9% | +135.7% | -117.8% | +5.8% |
| YTD | +87.7% | +247.4% | -159.7% | +59.1% |
| 1Y | +94.2% | +162.3% | -68.1% | +69.6% |
| 3Y | +27.2% | +165.5% | -138.3% | +5.1% |
| 5Y | +74.1% | -21.3% | +95.4% | +53.2% |
| All | +225.6% | -80.5% | +306.1% | +221.6% |
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