+271.2%
EOG vs ABCL
-79.6%
+350.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.1% |
| 7D | -2.4% | +2.3% | -4.7% | -2.4% |
| 30D | +2.9% | -0.7% | +3.6% | +2.9% |
| 3M | +7.2% | +33.4% | -26.2% | +6.2% |
| 6M | +18.2% | +137.8% | -119.6% | +14.9% |
| YTD | +48.9% | +264.3% | -215.5% | +42.3% |
| 1Y | +46.7% | +209.2% | -162.5% | +41.0% |
| 3Y | +37.4% | +208.4% | -171.0% | +29.1% |
| 5Y | +103.9% | -11.9% | +115.8% | +92.8% |
| All | +271.2% | -79.6% | +350.8% | +263.5% |
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 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