+130.7%
C vs ABCL
-41.3%
+171.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | +3.6% | +0.7% | +2.9% | +3.6% |
| 30D | +0.1% | +93.1% | -93.0% | -7.6% |
| 3M | +2.4% | +79.4% | -77.0% | -5.3% |
| 6M | +24.9% | +214.9% | -189.9% | +7.5% |
| YTD | +19.8% | +234.2% | -214.4% | +1.7% |
| 1Y | +44.9% | +174.8% | -129.9% | +24.3% |
| 3Y | +263.0% | +104.5% | +158.5% | +204.6% |
| All | +130.7% | -41.3% | +171.9% | +99.1% |
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