+120.6%
COST vs ABCL
-21.8%
+142.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.7% | -7.9% | -1.2% |
| 7D | +4.1% | -3.2% | +7.3% | +4.1% |
| 30D | +12.0% | -7.4% | +19.4% | +12.0% |
| 3M | +11.2% | +81.9% | -70.8% | +9.4% |
| 6M | +6.1% | +135.7% | -129.6% | +3.4% |
| YTD | +22.9% | +247.4% | -224.5% | +17.5% |
| 1Y | +14.7% | +162.3% | -147.5% | +10.9% |
| 3Y | +92.3% | +165.5% | -73.2% | +81.7% |
| All | +120.6% | -21.8% | +142.4% | +115.1% |
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