+54.0%
FIVE vs ABCL
-81.3%
+135.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.3% | +5.3% |
| 7D | +4.3% | +0.7% | +3.6% | +4.2% |
| 30D | +12.5% | +93.1% | -80.6% | +1.8% |
| 3M | +31.2% | +79.4% | -48.2% | +18.7% |
| 6M | +14.4% | +214.9% | -200.5% | -6.1% |
| YTD | +33.9% | +234.2% | -200.3% | +7.9% |
| 1Y | +65.1% | +174.8% | -109.7% | +35.9% |
| 3Y | +49.0% | +104.5% | -55.5% | +20.9% |
| 5Y | +30.3% | -39.0% | +69.3% | +14.0% |
| All | +54.0% | -81.3% | +135.3% | +43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling