+73.3%
AR vs ABCL
-30.0%
+103.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.4% | +6.6% | -2.0% |
| 7D | -11.7% | -14.9% | +3.2% | -10.6% |
| 30D | +1.8% | -15.4% | +17.2% | +3.0% |
| 3M | +6.0% | +88.0% | -82.0% | -1.1% |
| 6M | -7.0% | +138.8% | -145.9% | -15.8% |
| YTD | +5.6% | +225.4% | -219.9% | -8.2% |
| 1Y | +10.8% | +137.3% | -126.5% | -0.7% |
| 3Y | +19.3% | +136.8% | -117.5% | +1.5% |
| 5Y | +73.3% | -26.2% | +99.6% | +66.5% |
| All | +73.3% | -30.0% | +103.4% | +66.5% |
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