+36.6%
FIVE vs ABCL
-41.3%
+77.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.3% | +5.3% |
| 7D | +4.3% | +0.7% | +3.6% | +4.1% |
| 30D | +12.5% | +93.1% | -80.6% | -0.5% |
| 3M | +31.2% | +79.4% | -48.2% | +15.9% |
| 6M | +14.4% | +214.9% | -200.5% | -10.6% |
| YTD | +33.9% | +234.2% | -200.3% | +2.1% |
| 1Y | +65.1% | +174.8% | -109.7% | +29.3% |
| 3Y | +49.0% | +104.5% | -55.5% | +15.6% |
| All | +36.6% | -41.3% | +77.9% | +24.2% |
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