+405.9%
GE vs ABCL
-23.2%
+429.1%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.8% | -0.7% | -3.2% |
| 7D | +5.1% | +4.4% | +0.7% | +4.7% |
| 30D | +7.6% | -7.9% | +15.4% | +8.1% |
| 3M | -9.3% | +12.2% | -21.5% | -11.0% |
| 6M | +11.5% | +134.7% | -123.2% | -0.2% |
| YTD | +7.9% | +239.8% | -231.9% | -8.0% |
| 1Y | +7.6% | +192.7% | -185.1% | -6.9% |
| 3Y | +265.9% | +187.6% | +78.2% | +202.0% |
| 5Y | +405.9% | -22.6% | +428.6% | +351.7% |
| All | +405.9% | -23.2% | +429.1% | +351.7% |
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