+14.9%
FIVE vs ABCL
-30.0%
+44.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -9.4% | +5.1% | -2.8% |
| 7D | -1.7% | -14.9% | +13.2% | +0.5% |
| 30D | +14.9% | -15.4% | +30.3% | +17.4% |
| 3M | +7.6% | +88.0% | -80.4% | -5.4% |
| 6M | +6.4% | +138.8% | -132.4% | -13.1% |
| YTD | +28.1% | +225.4% | -197.4% | -3.4% |
| 1Y | +54.7% | +137.3% | -82.6% | +23.8% |
| 3Y | +36.1% | +136.8% | -100.7% | +0.7% |
| 5Y | +14.9% | -26.2% | +41.1% | +4.2% |
| All | +14.9% | -30.0% | +44.9% | +4.2% |
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 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