+109.4%
C vs ABCL
-30.0%
+139.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -9.4% | +4.3% | -4.1% |
| 7D | -5.3% | -14.9% | +9.6% | -3.8% |
| 30D | -7.3% | -15.4% | +8.0% | -6.0% |
| 3M | -13.5% | +88.0% | -101.5% | -20.6% |
| 6M | -6.5% | +138.8% | -145.3% | -17.7% |
| YTD | +3.6% | +225.4% | -221.8% | -13.0% |
| 1Y | +18.9% | +137.3% | -118.4% | +3.3% |
| 3Y | +205.0% | +136.8% | +68.2% | +149.5% |
| 5Y | +109.4% | -26.2% | +135.6% | +82.5% |
| All | +109.4% | -30.0% | +139.4% | +82.5% |
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