+27.9%
APD vs ABCL
-41.3%
+69.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | -2.2% | +0.7% | -2.9% | -2.3% |
| 30D | +2.1% | +93.1% | -91.0% | -2.0% |
| 3M | +7.2% | +79.4% | -72.3% | +2.8% |
| 6M | +11.2% | +214.9% | -203.6% | +2.6% |
| YTD | +24.4% | +234.2% | -209.8% | +13.7% |
| 1Y | +6.7% | +174.8% | -168.1% | -1.9% |
| 3Y | +9.2% | +104.5% | -95.2% | -1.1% |
| All | +27.9% | -41.3% | +69.2% | +14.0% |
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