-11.4%
F vs ABCL
-30.0%
+18.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.4% | +8.3% | 0.0% |
| 7D | +1.4% | -14.9% | +16.3% | +3.1% |
| 30D | +2.0% | -15.4% | +17.4% | +3.6% |
| 3M | -10.4% | +88.0% | -98.4% | -19.1% |
| 6M | +9.7% | +138.8% | -129.1% | -5.8% |
| YTD | -1.2% | +225.4% | -226.6% | -20.1% |
| 1Y | 0.0% | +137.3% | -137.3% | -15.5% |
| 3Y | +41.1% | +136.8% | -95.7% | +11.9% |
| 5Y | -11.4% | -26.2% | +14.8% | -25.8% |
| All | -11.4% | -30.0% | +18.6% | -25.8% |
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