-12.5%
F vs ABCL
-8.0%
-4.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +1.0% | +2.3% | -1.3% | +0.6% |
| 30D | +2.1% | -0.7% | +2.8% | +1.7% |
| 3M | -10.3% | +33.4% | -43.7% | -14.5% |
| 6M | +3.3% | +137.8% | -134.5% | -11.0% |
| YTD | -2.0% | +264.3% | -266.3% | -21.7% |
| 1Y | -2.3% | +209.2% | -211.5% | -20.1% |
| 3Y | +49.9% | +208.4% | -158.5% | +14.2% |
| 5Y | -12.5% | -11.9% | -0.6% | -28.4% |
| All | -12.5% | -8.0% | -4.5% | -28.4% |
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 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