+12.9%
D vs ABCL
-81.3%
+94.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.4% |
| 7D | +1.5% | +0.7% | +0.8% | +1.5% |
| 30D | -2.6% | +93.1% | -95.7% | -3.1% |
| 3M | 0.0% | +79.4% | -79.4% | -0.5% |
| 6M | +7.4% | +214.9% | -207.5% | +6.1% |
| YTD | +15.9% | +234.2% | -218.3% | +14.4% |
| 1Y | +18.1% | +174.8% | -156.6% | +16.7% |
| 3Y | +58.4% | +104.5% | -46.1% | +55.9% |
| 5Y | +5.2% | -39.0% | +44.2% | +2.2% |
| All | +12.9% | -81.3% | +94.2% | +8.6% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling