+12.8%
APD vs ABCL
-30.0%
+42.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.4% | +6.4% | -2.4% |
| 7D | -0.7% | -14.9% | +14.2% | +0.1% |
| 30D | +10.1% | -15.4% | +25.5% | +10.9% |
| 3M | +4.9% | +88.0% | -83.1% | +0.2% |
| 6M | +2.5% | +138.8% | -136.4% | -4.5% |
| YTD | +27.8% | +225.4% | -197.7% | +15.7% |
| 1Y | +32.9% | +137.3% | -104.4% | +23.1% |
| 3Y | +13.4% | +136.8% | -123.4% | +0.7% |
| 5Y | +12.8% | -26.2% | +39.1% | +1.0% |
| All | +12.8% | -30.0% | +42.9% | +1.0% |
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 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