+380.4%
APH vs ABCL
-80.5%
+461.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.7% | -2.6% | +3.4% |
| 7D | -5.9% | -3.2% | -2.8% | -5.6% |
| 30D | -14.8% | -7.4% | -7.4% | -14.2% |
| 3M | -12.4% | +81.9% | -94.4% | -18.4% |
| 6M | +8.1% | +135.7% | -127.6% | -2.9% |
| YTD | +10.9% | +247.4% | -236.4% | -5.1% |
| 1Y | +8.8% | +162.3% | -153.5% | -4.6% |
| 3Y | +262.1% | +165.5% | +96.6% | +203.9% |
| 5Y | +283.1% | -21.3% | +304.4% | +239.4% |
| All | +380.4% | -80.5% | +461.0% | +341.3% |
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