+635.1%
ASX vs ABCL
-80.5%
+715.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +6.7% | -0.3% | +5.3% |
| 7D | -19.9% | -3.2% | -16.7% | -19.4% |
| 30D | -30.9% | -7.4% | -23.5% | -29.8% |
| 3M | -15.1% | +81.9% | -97.0% | -23.4% |
| 6M | -6.5% | +135.7% | -142.2% | -19.8% |
| YTD | +98.4% | +247.4% | -148.9% | +58.6% |
| 1Y | +107.9% | +162.3% | -54.4% | +72.7% |
| 3Y | +325.3% | +165.5% | +159.8% | +231.6% |
| 5Y | +447.3% | -21.3% | +468.6% | +378.0% |
| All | +635.1% | -80.5% | +715.7% | +601.3% |
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