+37.3%
APD vs ABCL
-81.2%
+118.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | +3.8% | -3.3% | +7.1% | +4.0% |
| 30D | +8.2% | -7.1% | +15.3% | +8.4% |
| 3M | +4.3% | +4.7% | -0.5% | +3.7% |
| 6M | +4.7% | +140.9% | -136.2% | -0.8% |
| YTD | +31.5% | +236.0% | -204.4% | +21.8% |
| 1Y | +23.5% | +217.4% | -193.9% | +14.7% |
| 3Y | +29.1% | +188.7% | -159.6% | +16.9% |
| 5Y | +15.9% | -23.5% | +39.4% | +7.8% |
| All | +37.3% | -81.2% | +118.4% | +32.2% |
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