+56.6%
EWZ vs ABCL
-30.0%
+86.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.4% | +7.8% | -0.7% |
| 7D | -4.2% | -14.9% | +10.7% | -3.0% |
| 30D | -26.1% | -15.4% | -10.8% | -25.3% |
| 3M | -12.0% | +88.0% | -100.1% | -18.0% |
| 6M | -19.3% | +138.8% | -158.1% | -27.2% |
| YTD | +0.9% | +225.4% | -224.5% | -12.4% |
| 1Y | +3.4% | +137.3% | -133.9% | -7.8% |
| 3Y | +18.6% | +136.8% | -118.2% | +1.6% |
| 5Y | +56.6% | -26.2% | +82.8% | +46.3% |
| All | +56.6% | -30.0% | +86.6% | +46.3% |
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 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