+108.1%
DD vs ABCL
-80.4%
+188.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.5% |
| 7D | +3.2% | -2.7% | +5.9% | +3.5% |
| 30D | +20.3% | -5.4% | +25.7% | +20.6% |
| 3M | +8.2% | +22.4% | -14.3% | +5.6% |
| 6M | +3.4% | +127.6% | -124.2% | -6.0% |
| YTD | +30.6% | +249.4% | -218.8% | +13.2% |
| 1Y | +30.6% | +198.0% | -167.4% | +14.7% |
| 3Y | +91.1% | +195.8% | -104.7% | +60.8% |
| 5Y | +68.6% | -20.6% | +89.2% | +49.0% |
| All | +108.1% | -80.4% | +188.5% | +93.3% |
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