+600.6%
AR vs ABCL
-80.5%
+681.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.7% | -7.6% | -1.3% |
| 7D | -14.3% | -3.2% | -11.1% | -14.1% |
| 30D | +1.4% | -7.4% | +8.8% | +1.8% |
| 3M | +3.4% | +81.9% | -78.5% | -2.7% |
| 6M | -2.1% | +135.7% | -137.8% | -10.4% |
| YTD | +4.7% | +247.4% | -242.7% | -8.4% |
| 1Y | +10.6% | +162.3% | -151.7% | -0.9% |
| 3Y | +24.6% | +165.5% | -140.9% | +6.7% |
| 5Y | +71.9% | -21.3% | +93.2% | +59.4% |
| All | +600.6% | -80.5% | +681.1% | +662.9% |
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