+106.9%
B vs ABCL
-25.4%
+132.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.4% | -2.8% |
| 7D | -6.2% | +4.4% | -10.6% | -6.6% |
| 30D | -6.6% | -7.9% | +1.2% | -6.1% |
| 3M | -7.9% | +12.2% | -20.1% | -9.5% |
| 6M | -16.8% | +134.7% | -151.6% | -25.6% |
| YTD | -11.7% | +239.8% | -251.4% | -24.3% |
| 1Y | +3.5% | +192.7% | -189.2% | -10.3% |
| 3Y | +165.7% | +187.6% | -21.9% | +124.9% |
| All | +106.9% | -25.4% | +132.3% | +86.5% |
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