+19.0%
HYG vs ABCL
-39.4%
+58.4%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | -0.1% |
| 7D | -0.2% | -2.7% | +2.6% | -0.1% |
| 30D | -0.1% | +18.3% | -18.4% | -0.8% |
| 3M | +0.7% | +108.5% | -107.8% | -2.5% |
| 6M | +1.5% | +213.9% | -212.4% | -3.5% |
| YTD | +1.9% | +223.1% | -221.2% | -3.5% |
| 1Y | +3.7% | +160.6% | -156.9% | -1.3% |
| 3Y | +26.5% | +104.3% | -77.8% | +19.8% |
| 5Y | +19.0% | -40.0% | +59.0% | +15.5% |
| All | +19.0% | -39.4% | +58.4% | +15.5% |
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