+281.6%
EAT vs ABCL
-79.5%
+361.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.2% | -6.7% | -2.1% |
| 7D | -3.9% | +12.4% | -16.3% | -5.3% |
| 30D | +5.0% | -0.4% | +5.3% | +4.7% |
| 3M | -9.6% | +80.4% | -90.0% | -17.2% |
| 6M | +46.8% | +138.5% | -91.8% | +27.6% |
| YTD | +41.8% | +265.5% | -223.7% | +14.8% |
| 1Y | +98.3% | +219.7% | -121.4% | +63.0% |
| 3Y | +503.1% | +209.4% | +293.6% | +366.1% |
| 5Y | +356.7% | -15.0% | +371.7% | +292.3% |
| All | +281.6% | -79.5% | +361.1% | +277.4% |
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