+111.2%
CAPR vs ABCL
-79.6%
+190.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.3% | -9.6% | -9.9% |
| 7D | +7.6% | +2.3% | +5.3% | +7.1% |
| 30D | +13.3% | -0.7% | +14.0% | +12.9% |
| 3M | +130.4% | +33.4% | +97.0% | +116.6% |
| 6M | -70.8% | +137.8% | -208.6% | -76.7% |
| YTD | -69.3% | +264.3% | -333.6% | -78.2% |
| 1Y | +59.5% | +209.2% | -149.6% | +16.7% |
| 3Y | +216.8% | +208.4% | +8.4% | +116.3% |
| 5Y | +152.7% | -11.9% | +164.6% | +96.6% |
| All | +111.2% | -79.6% | +190.8% | +104.7% |
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