+138.0%
B vs ABCL
-21.8%
+159.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.7% | -6.2% | -0.1% |
| 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% | -8.6% |
| 6M | -1.7% | +135.7% | -137.4% | -12.0% |
| YTD | -5.3% | +247.4% | -252.7% | -18.9% |
| 1Y | +27.2% | +162.3% | -135.0% | +11.2% |
| 3Y | +166.1% | +165.5% | +0.6% | +126.4% |
| All | +138.0% | -21.8% | +159.7% | +113.9% |
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 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