+316.3%
EQT vs ABCL
-82.1%
+398.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.1% | -5.7% | -1.9% |
| 7D | -2.0% | -4.7% | +2.7% | -1.7% |
| 30D | 0.0% | +5.2% | -5.1% | -0.6% |
| 3M | +5.9% | +106.6% | -100.7% | -0.2% |
| 6M | -14.8% | +198.4% | -213.1% | -22.3% |
| YTD | +1.8% | +218.4% | -216.7% | -8.2% |
| 1Y | +7.4% | +136.2% | -128.9% | -1.3% |
| 3Y | +33.6% | +103.2% | -69.5% | +20.1% |
| 5Y | +199.3% | -42.7% | +242.0% | +189.2% |
| All | +316.3% | -82.1% | +398.4% | +342.4% |
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