+16.0%
D vs ABCL
-81.2%
+97.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.2% |
| 7D | -1.4% | -3.3% | +1.9% | -1.4% |
| 30D | +7.7% | -7.1% | +14.9% | +7.8% |
| 3M | -0.3% | +4.7% | -5.0% | -0.4% |
| 6M | +10.1% | +140.9% | -130.8% | +9.0% |
| YTD | +19.1% | +236.0% | -216.9% | +17.5% |
| 1Y | +15.9% | +217.4% | -201.5% | +14.4% |
| 3Y | +75.0% | +188.7% | -113.7% | +71.9% |
| 5Y | +13.4% | -23.5% | +36.9% | +10.5% |
| All | +16.0% | -81.2% | +97.2% | +11.5% |
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