-7.4%
EW vs ABCL
-16.0%
+8.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.1% | +5.8% | +2.1% |
| 7D | +6.5% | -2.7% | +9.2% | +6.6% |
| 30D | +22.5% | -5.4% | +27.9% | +22.7% |
| 3M | +13.0% | +22.4% | -9.5% | +10.2% |
| 6M | +37.1% | +127.6% | -90.5% | +24.6% |
| YTD | +24.1% | +249.4% | -225.3% | +7.3% |
| 1Y | +24.2% | +198.0% | -173.8% | +8.9% |
| 3Y | +64.8% | +195.8% | -131.0% | +37.4% |
| 5Y | -7.4% | -20.6% | +13.2% | -9.4% |
| All | -7.4% | -16.0% | +8.5% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling