+263.7%
EOG vs ABCL
-79.5%
+343.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.2% | -4.3% | +0.8% |
| 7D | -6.0% | +12.4% | -18.4% | -6.3% |
| 30D | +0.9% | -0.4% | +1.2% | +0.8% |
| 3M | +10.9% | +80.4% | -69.5% | +8.8% |
| 6M | +15.8% | +138.5% | -122.8% | +12.6% |
| YTD | +45.8% | +265.5% | -219.7% | +39.4% |
| 1Y | +45.3% | +219.7% | -174.4% | +39.4% |
| 3Y | +36.2% | +209.4% | -173.2% | +27.9% |
| 5Y | +94.0% | -15.0% | +109.0% | +83.2% |
| All | +263.7% | -79.5% | +343.2% | +256.1% |
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