+513.4%
GE vs ABCL
-81.2%
+594.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | +2.7% | -3.3% | +5.9% | +2.9% |
| 30D | +8.1% | -7.1% | +15.2% | +8.4% |
| 3M | -7.9% | +4.7% | -12.6% | -8.6% |
| 6M | +12.9% | +140.9% | -128.0% | +4.9% |
| YTD | +8.2% | +236.0% | -227.8% | -2.1% |
| 1Y | +9.7% | +217.4% | -207.7% | -0.5% |
| 3Y | +266.1% | +188.7% | +77.4% | +225.5% |
| 5Y | +407.4% | -23.5% | +430.9% | +357.6% |
| All | +513.4% | -81.2% | +594.6% | +442.6% |
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