+272.1%
GOOG vs ABCL
-81.9%
+354.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -1.8% |
| 7D | -1.6% | -2.7% | +1.2% | -1.3% |
| 30D | -7.7% | +18.3% | -26.0% | -9.3% |
| 3M | -9.3% | +108.5% | -117.8% | -16.3% |
| 6M | +7.4% | +213.9% | -206.5% | -5.2% |
| YTD | +4.9% | +223.1% | -218.2% | -8.3% |
| 1Y | +37.2% | +160.6% | -123.4% | +21.7% |
| 3Y | +141.6% | +104.3% | +37.4% | +110.6% |
| 5Y | +128.8% | -40.0% | +168.8% | +110.5% |
| All | +272.1% | -81.9% | +354.0% | +250.1% |
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