+37.1%
APD vs ABCL
-81.0%
+118.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.4% |
| 7D | +2.2% | +4.4% | -2.2% | +2.0% |
| 30D | +9.4% | -7.9% | +17.3% | +9.6% |
| 3M | +4.7% | +12.2% | -7.5% | +3.7% |
| 6M | +5.5% | +134.7% | -129.3% | +0.1% |
| YTD | +31.4% | +239.8% | -208.4% | +21.6% |
| 1Y | +24.1% | +192.7% | -168.6% | +15.8% |
| 3Y | +28.8% | +187.6% | -158.9% | +16.6% |
| 5Y | +15.8% | -22.6% | +38.4% | +7.6% |
| All | +37.1% | -81.0% | +118.1% | +32.0% |
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