+149.4%
AZO vs ABCL
-82.9%
+232.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.3% | +4.3% | -0.9% |
| 7D | -2.9% | -9.6% | +6.7% | -2.8% |
| 30D | -5.3% | +7.2% | -12.5% | -5.4% |
| 3M | -7.3% | +105.5% | -112.9% | -8.8% |
| 6M | -22.7% | +193.0% | -215.7% | -24.7% |
| YTD | -15.0% | +205.8% | -220.9% | -17.4% |
| 1Y | -32.2% | +144.4% | -176.6% | -34.1% |
| 3Y | +10.0% | +93.3% | -83.3% | +6.2% |
| 5Y | +85.8% | -44.9% | +130.8% | +77.8% |
| All | +149.4% | -82.9% | +232.3% | +141.8% |
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