+66.2%
FIVE vs ABCL
+198.8%
-132.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +7.3% | +2.3% | +5.0% | +7.2% |
| 30D | +18.1% | -0.7% | +18.7% | +18.0% |
| 3M | +7.7% | +33.4% | -25.7% | +6.6% |
| 6M | +13.6% | +137.8% | -124.2% | +6.4% |
| YTD | +34.6% | +264.3% | -229.7% | +13.7% |
| 1Y | +66.2% | +209.2% | -142.9% | +47.4% |
| All | +66.2% | +198.8% | -132.6% | +47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling