-54.2%
COMP vs ABCL
-69.3%
+15.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -9.4% | +1.2% | -5.1% |
| 7D | -1.8% | -14.9% | +13.1% | +3.1% |
| 30D | -0.8% | -15.4% | +14.6% | +3.5% |
| 3M | -28.1% | +88.0% | -116.1% | -45.5% |
| 6M | +27.0% | +138.8% | -111.8% | -13.8% |
| YTD | -12.8% | +225.4% | -238.2% | -48.3% |
| 1Y | +4.9% | +137.3% | -132.4% | -31.0% |
| 3Y | +321.0% | +136.8% | +184.2% | +143.1% |
| 5Y | -25.6% | -26.2% | +0.7% | -40.5% |
| All | -54.2% | -69.3% | +15.1% | -64.8% |
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