+135.2%
B vs ABCL
-30.0%
+165.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.4% | +9.9% | +1.5% |
| 7D | +4.3% | -14.9% | +19.2% | +5.8% |
| 30D | -0.9% | -15.4% | +14.4% | +0.5% |
| 3M | -1.4% | +88.0% | -89.4% | -8.9% |
| 6M | +5.0% | +138.8% | -133.8% | -6.1% |
| YTD | -5.8% | +225.4% | -231.3% | -18.8% |
| 1Y | +25.6% | +137.3% | -111.7% | +10.9% |
| 3Y | +161.6% | +136.8% | +24.8% | +124.6% |
| 5Y | +135.2% | -26.2% | +161.5% | +112.5% |
| All | +135.2% | -30.0% | +165.3% | +112.5% |
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