+17.6%
D vs ABCL
-80.5%
+98.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.7% | -8.2% | -1.5% |
| 7D | +3.0% | -3.2% | +6.2% | +3.0% |
| 30D | +11.5% | -7.4% | +18.9% | +11.5% |
| 3M | +3.7% | +81.9% | -78.2% | +3.1% |
| 6M | +13.5% | +135.7% | -122.2% | +12.5% |
| YTD | +20.7% | +247.4% | -226.6% | +19.1% |
| 1Y | +18.2% | +162.3% | -144.0% | +17.0% |
| 3Y | +73.3% | +165.5% | -92.2% | +70.4% |
| 5Y | +12.3% | -21.3% | +33.5% | +9.4% |
| All | +17.6% | -80.5% | +98.2% | +13.0% |
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