+2,165.6%
FIX vs ABCL
-81.0%
+2,246.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -2.5% |
| 7D | +17.0% | +4.4% | +12.6% | +16.4% |
| 30D | -30.6% | -7.9% | -22.7% | -29.9% |
| 3M | -35.0% | +12.2% | -47.3% | -36.2% |
| 6M | -44.0% | +134.7% | -178.7% | -50.3% |
| YTD | +21.1% | +239.8% | -218.6% | +2.0% |
| 1Y | +16.3% | +192.7% | -176.4% | -0.5% |
| 3Y | +507.4% | +187.6% | +319.8% | +399.1% |
| 5Y | +1,052.1% | -22.6% | +1,074.7% | +874.7% |
| All | +2,165.6% | -81.0% | +2,246.6% | +1,798.0% |
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 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