+261.0%
EXEL vs ABCL
-79.5%
+340.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.2% | -2.1% | +2.8% |
| 7D | +2.3% | +12.4% | -10.1% | +1.5% |
| 30D | +19.8% | -0.4% | +20.2% | +19.7% |
| 3M | +32.7% | +80.4% | -47.7% | +26.7% |
| 6M | +49.0% | +138.5% | -89.6% | +38.4% |
| YTD | +63.7% | +265.5% | -201.8% | +47.0% |
| 1Y | +75.8% | +219.7% | -143.9% | +59.1% |
| 3Y | +241.3% | +209.4% | +31.9% | +201.0% |
| 5Y | +289.0% | -15.0% | +304.1% | +264.0% |
| All | +261.0% | -79.5% | +340.6% | +228.9% |
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