+114.3%
CAPR vs ABCL
-80.5%
+194.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.7% | -2.1% | +3.2% |
| 7D | +41.1% | -3.2% | +44.2% | +41.7% |
| 30D | +11.1% | -7.4% | +18.5% | +12.3% |
| 3M | +115.3% | +81.9% | +33.4% | +86.8% |
| 6M | -73.8% | +135.7% | -209.5% | -79.2% |
| YTD | -68.8% | +247.4% | -316.2% | -77.6% |
| 1Y | +43.3% | +162.3% | -118.9% | +8.5% |
| 3Y | +214.7% | +165.5% | +49.2% | +120.8% |
| 5Y | +141.3% | -21.3% | +162.6% | +90.9% |
| All | +114.3% | -80.5% | +194.8% | +109.8% |
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