+686.3%
AU vs ABCL
-39.9%
+726.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -0.3% | +1.4% | -1.7% | -0.4% |
| 30D | +12.8% | +65.1% | -52.3% | +5.3% |
| 3M | +28.5% | +111.1% | -82.6% | +15.7% |
| 6M | +4.8% | +231.6% | -226.8% | -10.5% |
| YTD | +31.0% | +234.5% | -203.5% | +11.2% |
| 1Y | +81.4% | +174.3% | -92.9% | +56.5% |
| 3Y | +618.4% | +111.5% | +507.0% | +517.0% |
| 5Y | +686.3% | -37.3% | +723.6% | +592.6% |
| All | +686.3% | -39.9% | +726.2% | +592.6% |
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