+32.6%
EWZ vs ABCL
-79.5%
+112.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.2% | -3.2% | +1.6% |
| 7D | +1.4% | +12.4% | -11.0% | +0.4% |
| 30D | -25.1% | -0.4% | -24.7% | -25.3% |
| 3M | -7.7% | +80.4% | -88.1% | -13.1% |
| 6M | -15.8% | +138.5% | -154.4% | -23.4% |
| YTD | +3.6% | +265.5% | -261.9% | -9.8% |
| 1Y | +5.5% | +219.7% | -214.2% | -7.3% |
| 3Y | +22.1% | +209.4% | -187.3% | +3.5% |
| 5Y | +58.3% | -15.0% | +73.4% | +44.9% |
| All | +32.6% | -79.5% | +112.1% | +36.3% |
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