+87.6%
AZO vs ABCL
-39.4%
+127.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -1.3% |
| 7D | -0.8% | -2.7% | +1.9% | -0.7% |
| 30D | -5.1% | +18.3% | -23.4% | -5.7% |
| 3M | -7.2% | +108.5% | -115.7% | -9.8% |
| 6M | -20.7% | +213.9% | -234.7% | -24.4% |
| YTD | -14.2% | +223.1% | -237.3% | -18.4% |
| 1Y | -32.2% | +160.6% | -192.8% | -35.4% |
| 3Y | +11.1% | +104.3% | -93.1% | +5.0% |
| 5Y | +87.6% | -40.0% | +127.6% | +83.1% |
| All | +87.6% | -39.4% | +127.0% | +83.1% |
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