+89.3%
F vs ABCL
-79.5%
+168.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.2% | -4.6% | +0.1% |
| 7D | -0.6% | +12.4% | -13.0% | -1.9% |
| 30D | +2.9% | -0.4% | +3.2% | +2.5% |
| 3M | -9.5% | +80.4% | -89.8% | -16.2% |
| 6M | +4.0% | +138.5% | -134.5% | -7.9% |
| YTD | -1.3% | +265.5% | -266.8% | -17.7% |
| 1Y | -1.9% | +219.7% | -221.6% | -17.1% |
| 3Y | +53.5% | +209.4% | -155.9% | +23.8% |
| 5Y | -15.1% | -15.0% | -0.1% | -25.7% |
| All | +89.3% | -79.5% | +168.8% | +76.4% |
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 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