+88.1%
F vs ABCL
-80.5%
+168.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.7% | -7.5% | -1.4% |
| 7D | +1.6% | -3.2% | +4.7% | +1.7% |
| 30D | +2.6% | -7.4% | +10.0% | +3.0% |
| 3M | -8.8% | +81.9% | -90.7% | -15.7% |
| 6M | +4.6% | +135.7% | -131.1% | -7.3% |
| YTD | -1.9% | +247.4% | -249.3% | -17.8% |
| 1Y | -0.8% | +162.3% | -163.0% | -14.3% |
| 3Y | +43.5% | +165.5% | -122.0% | +17.7% |
| 5Y | -12.1% | -21.3% | +9.2% | -22.6% |
| All | +88.1% | -80.5% | +168.6% | +76.2% |
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