+157.6%
B vs ABCL
-41.3%
+198.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.1% |
| 7D | -1.6% | +0.7% | -2.3% | -1.6% |
| 30D | +9.4% | +93.1% | -83.6% | +1.8% |
| 3M | +5.0% | +79.4% | -74.5% | -1.9% |
| 6M | -3.5% | +214.9% | -218.4% | -15.0% |
| YTD | +4.5% | +234.2% | -229.8% | -8.8% |
| 1Y | +67.8% | +174.8% | -107.0% | +48.3% |
| 3Y | +196.7% | +104.5% | +92.2% | +158.7% |
| All | +157.6% | -41.3% | +198.9% | +121.9% |
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