+157.6%
COST vs ABCL
-81.2%
+238.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -3.2% | +1.4% | -4.6% | -3.2% |
| 30D | -4.0% | +65.1% | -69.1% | -5.0% |
| 3M | -6.5% | +111.1% | -117.5% | -8.1% |
| 6M | -8.5% | +231.6% | -240.1% | -11.5% |
| YTD | +6.0% | +234.5% | -228.5% | +2.3% |
| 1Y | -5.8% | +174.3% | -180.1% | -8.8% |
| 3Y | +71.8% | +111.5% | -39.6% | +65.5% |
| 5Y | +106.2% | -37.3% | +143.5% | +102.8% |
| All | +157.6% | -81.2% | +238.8% | +153.2% |
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