+383.2%
AU vs ABCL
-81.0%
+464.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.8% | -2.0% | -4.5% |
| 7D | -1.1% | +4.4% | -5.5% | -1.5% |
| 30D | -4.4% | -7.9% | +3.4% | -3.8% |
| 3M | -10.0% | +12.2% | -22.2% | -11.5% |
| 6M | -14.5% | +134.7% | -149.2% | -22.9% |
| YTD | +6.4% | +239.8% | -233.4% | -7.7% |
| 1Y | +7.7% | +192.7% | -185.0% | -5.5% |
| 3Y | +514.1% | +187.6% | +326.5% | +428.3% |
| 5Y | +386.5% | -22.6% | +409.2% | +338.5% |
| All | +383.2% | -81.0% | +464.1% | +340.7% |
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