+162.7%
CSCO vs ABCL
-79.5%
+242.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.2% | -0.1% | +4.9% |
| 7D | -2.9% | +12.4% | -15.3% | -3.4% |
| 30D | -16.7% | -0.4% | -16.3% | -16.7% |
| 3M | -18.4% | +80.4% | -98.8% | -20.8% |
| 6M | +2.9% | +138.5% | -135.6% | -1.7% |
| YTD | +30.4% | +265.5% | -235.1% | +21.6% |
| 1Y | +41.4% | +219.7% | -178.3% | +32.5% |
| 3Y | +104.7% | +209.4% | -104.7% | +87.6% |
| 5Y | +96.9% | -15.0% | +112.0% | +83.6% |
| All | +162.7% | -79.5% | +242.2% | +146.0% |
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