+61.7%
DD vs ABCL
-21.8%
+83.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.7% | -5.6% | +0.4% |
| 7D | +4.6% | -3.2% | +7.8% | +4.9% |
| 30D | +11.8% | -7.4% | +19.2% | +12.4% |
| 3M | +2.2% | +81.9% | -79.8% | -5.7% |
| 6M | -1.6% | +135.7% | -137.4% | -13.3% |
| YTD | +23.0% | +247.4% | -224.4% | +2.3% |
| 1Y | +26.9% | +162.3% | -135.3% | +8.8% |
| 3Y | +77.9% | +165.5% | -87.6% | +43.4% |
| All | +61.7% | -21.8% | +83.4% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling