+154.7%
CSCO vs ABCL
-81.2%
+235.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.1% | -5.1% | -6.2% |
| 7D | +1.9% | -3.3% | +5.2% | +2.1% |
| 30D | -15.8% | -7.1% | -8.7% | -15.6% |
| 3M | -15.4% | +4.7% | -20.1% | -15.7% |
| 6M | -5.4% | +140.9% | -146.3% | -9.7% |
| YTD | +26.5% | +236.0% | -209.5% | +18.3% |
| 1Y | +25.9% | +217.4% | -191.5% | +18.1% |
| 3Y | +97.5% | +188.7% | -91.2% | +81.7% |
| 5Y | +93.0% | -23.5% | +116.5% | +80.6% |
| All | +154.7% | -81.2% | +235.9% | +139.4% |
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