-25.6%
COMP vs ABCL
-30.0%
+4.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -9.4% | +1.2% | -4.8% |
| 7D | -1.8% | -14.9% | +13.1% | +3.5% |
| 30D | -0.8% | -15.4% | +14.6% | +3.9% |
| 3M | -28.1% | +88.0% | -116.1% | -47.2% |
| 6M | +27.0% | +138.8% | -111.8% | -17.9% |
| YTD | -12.8% | +225.4% | -238.2% | -51.6% |
| 1Y | +4.9% | +137.3% | -132.4% | -34.6% |
| 3Y | +321.0% | +136.8% | +184.2% | +125.2% |
| 5Y | -25.6% | -26.2% | +0.7% | -36.5% |
| All | -25.6% | -30.0% | +4.5% | -36.5% |
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