+107.6%
B vs ABCL
-80.5%
+188.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.7% | -6.2% | 0.0% |
| 7D | +9.6% | -3.2% | +12.8% | +9.7% |
| 30D | +3.5% | -7.4% | +10.9% | +4.0% |
| 3M | -1.6% | +81.9% | -83.5% | -7.5% |
| 6M | -1.7% | +135.7% | -137.4% | -10.2% |
| YTD | -5.3% | +247.4% | -252.7% | -16.6% |
| 1Y | +27.2% | +162.3% | -135.0% | +13.9% |
| 3Y | +166.1% | +165.5% | +0.6% | +132.8% |
| 5Y | +136.5% | -21.3% | +157.8% | +114.0% |
| All | +107.6% | -80.5% | +188.2% | +94.9% |
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