-20.9%
DOW vs ABCL
-79.6%
+58.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.7% |
| 7D | -6.8% | +2.3% | -9.1% | -7.0% |
| 30D | +10.8% | -0.7% | +11.4% | +10.5% |
| 3M | +4.1% | +33.4% | -29.3% | +1.0% |
| 6M | -12.7% | +137.8% | -150.5% | -20.4% |
| YTD | +39.2% | +264.3% | -225.1% | +20.7% |
| 1Y | +49.5% | +209.2% | -159.7% | +31.5% |
| 3Y | -24.4% | +208.4% | -232.8% | -36.2% |
| 5Y | -29.6% | -11.9% | -17.7% | -38.0% |
| All | -20.9% | -79.6% | +58.7% | -26.0% |
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