+36.3%
FIVE vs ABCL
+139.9%
-103.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -9.4% | +5.1% | -3.3% |
| 7D | -1.7% | -14.9% | +13.2% | -0.2% |
| 30D | +14.9% | -15.4% | +30.3% | +16.6% |
| 3M | +7.6% | +88.0% | -80.4% | -1.6% |
| 6M | +6.4% | +138.8% | -132.4% | -8.3% |
| YTD | +28.1% | +225.4% | -197.4% | +3.6% |
| 1Y | +54.7% | +137.3% | -82.6% | +31.1% |
| All | +36.3% | +139.9% | -103.6% | +6.2% |
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