+202.2%
COST vs ABCL
-79.5%
+281.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.2% | -4.0% | +1.1% |
| 7D | +2.5% | +12.4% | -9.9% | +2.3% |
| 30D | +12.8% | -0.4% | +13.1% | +12.7% |
| 3M | +12.7% | +80.4% | -67.7% | +11.1% |
| 6M | +6.0% | +138.5% | -132.5% | +3.7% |
| YTD | +24.4% | +265.5% | -241.1% | +19.8% |
| 1Y | +16.2% | +219.7% | -203.5% | +12.3% |
| 3Y | +96.9% | +209.4% | -112.5% | +86.9% |
| 5Y | +121.1% | -15.0% | +136.2% | +116.5% |
| All | +202.2% | -79.5% | +281.7% | +196.3% |
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