+133.7%
GOOG vs ABCL
-39.9%
+173.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +1.1% | +1.4% | -0.3% | +0.9% |
| 30D | -5.1% | +65.1% | -70.1% | -10.8% |
| 3M | -7.1% | +111.1% | -118.2% | -15.7% |
| 6M | +12.7% | +231.6% | -218.9% | -3.7% |
| YTD | +7.1% | +234.5% | -227.4% | -9.3% |
| 1Y | +43.6% | +174.3% | -130.7% | +23.4% |
| 3Y | +146.8% | +111.5% | +35.3% | +108.9% |
| 5Y | +133.7% | -37.3% | +171.0% | +111.0% |
| All | +133.7% | -39.9% | +173.6% | +111.0% |
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 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