+93.4%
GOOG vs ABCL
-18.8%
+112.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.2% | -4.5% | +0.2% |
| 7D | +2.9% | +12.4% | -9.5% | +1.4% |
| 30D | -17.8% | -0.4% | -17.4% | -17.9% |
| 3M | -19.0% | +80.4% | -99.4% | -25.2% |
| 6M | -27.9% | +138.5% | -166.4% | -36.4% |
| YTD | -8.7% | +265.5% | -274.2% | -24.5% |
| 1Y | +2.5% | +219.7% | -217.2% | -13.9% |
| 3Y | +119.2% | +209.4% | -90.2% | +73.0% |
| 5Y | +93.4% | -15.0% | +108.5% | +78.3% |
| All | +93.4% | -18.8% | +112.3% | +78.3% |
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