+153.2%
C vs ABCL
-79.6%
+232.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.3% |
| 7D | -0.4% | +2.3% | -2.7% | -0.6% |
| 30D | -5.2% | -0.7% | -4.5% | -5.3% |
| 3M | -9.1% | +33.4% | -42.5% | -11.9% |
| 6M | -1.6% | +137.8% | -139.4% | -10.7% |
| YTD | +6.9% | +264.3% | -257.4% | -7.5% |
| 1Y | +23.0% | +209.2% | -186.2% | +7.8% |
| 3Y | +216.1% | +208.4% | +7.7% | +165.5% |
| 5Y | +112.2% | -11.9% | +124.1% | +86.7% |
| All | +153.2% | -79.6% | +232.7% | +120.7% |
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