+1,836.3%
FIX vs ABCL
-81.8%
+1,918.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -9.4% | -2.2% | -10.5% |
| 7D | -27.2% | -14.9% | -12.3% | -25.8% |
| 30D | -46.9% | -15.4% | -31.6% | -45.9% |
| 3M | -44.4% | +88.0% | -132.4% | -48.9% |
| 6M | -50.9% | +138.8% | -189.7% | -56.6% |
| YTD | +3.5% | +225.4% | -221.9% | -12.4% |
| 1Y | -2.1% | +137.3% | -139.4% | -14.5% |
| 3Y | +418.7% | +136.8% | +281.9% | +331.8% |
| 5Y | +894.6% | -26.2% | +920.8% | +745.6% |
| All | +1,836.3% | -81.8% | +1,918.1% | +1,530.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling