-49.3%
COMP vs ABCL
-67.2%
+17.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +6.7% | +4.0% | +8.5% |
| 7D | +13.4% | -3.2% | +16.6% | +14.3% |
| 30D | +11.1% | -7.4% | +18.5% | +12.6% |
| 3M | -18.8% | +81.9% | -100.8% | -37.3% |
| 6M | +10.5% | +135.7% | -125.2% | -24.8% |
| YTD | -3.4% | +247.4% | -250.8% | -43.8% |
| 1Y | +19.7% | +162.3% | -142.6% | -23.8% |
| 3Y | +381.6% | +165.5% | +216.1% | +167.0% |
| 5Y | -17.6% | -21.3% | +3.7% | -35.5% |
| All | -49.3% | -67.2% | +17.9% | -61.8% |
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