+30.1%
EWZ vs ABCL
-80.5%
+110.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.7% | -6.0% | +0.2% |
| 7D | -1.5% | -3.2% | +1.7% | -1.3% |
| 30D | -24.5% | -7.4% | -17.1% | -24.3% |
| 3M | -10.7% | +81.9% | -92.6% | -16.0% |
| 6M | -19.1% | +135.7% | -154.8% | -26.3% |
| YTD | +1.6% | +247.4% | -245.7% | -11.2% |
| 1Y | +4.3% | +162.3% | -158.0% | -6.9% |
| 3Y | +19.0% | +165.5% | -146.5% | +2.2% |
| 5Y | +57.7% | -21.3% | +78.9% | +45.0% |
| All | +30.1% | -80.5% | +110.6% | +34.2% |
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