+51.9%
FIVE vs ABCL
+104.5%
-52.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.3% | +5.2% |
| 7D | +4.3% | +0.7% | +3.6% | +4.2% |
| 30D | +12.5% | +93.1% | -80.6% | +3.0% |
| 3M | +31.2% | +79.4% | -48.2% | +19.9% |
| 6M | +14.4% | +214.9% | -200.5% | -5.4% |
| YTD | +33.9% | +234.2% | -200.3% | +8.4% |
| 1Y | +65.1% | +174.8% | -109.7% | +37.0% |
| All | +51.9% | +104.5% | -52.6% | +22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling