+53.9%
F vs ABCL
-41.3%
+95.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.6% |
| 7D | +5.3% | +0.7% | +4.6% | +5.2% |
| 30D | +4.6% | +93.1% | -88.5% | -5.0% |
| 3M | -3.7% | +79.4% | -83.1% | -12.4% |
| 6M | +16.8% | +214.9% | -198.1% | -2.9% |
| YTD | +15.3% | +234.2% | -218.9% | -6.0% |
| 1Y | +31.0% | +174.8% | -143.8% | +8.4% |
| 3Y | +45.4% | +104.5% | -59.0% | +19.5% |
| All | +53.9% | -41.3% | +95.2% | +34.8% |
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