+417.7%
AU vs ABCL
-79.6%
+497.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.2% | -5.5% |
| 7D | +15.3% | +2.3% | +13.0% | +15.0% |
| 30D | -0.3% | -0.7% | +0.3% | -0.5% |
| 3M | -2.9% | +33.4% | -36.3% | -6.3% |
| 6M | -10.7% | +137.8% | -148.5% | -19.7% |
| YTD | +14.0% | +264.3% | -250.4% | -1.8% |
| 1Y | +32.5% | +209.2% | -176.7% | +15.5% |
| 3Y | +557.9% | +208.4% | +349.5% | +461.8% |
| 5Y | +441.0% | -11.9% | +452.9% | +383.6% |
| All | +417.7% | -79.6% | +497.2% | +368.7% |
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