+162.9%
IBM vs ABCL
-81.2%
+244.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | +1.6% | -3.3% | +4.8% | +1.7% |
| 30D | +9.2% | -7.1% | +16.3% | +9.5% |
| 3M | +4.9% | +4.7% | +0.2% | +4.2% |
| 6M | +16.8% | +140.9% | -124.1% | +9.7% |
| YTD | -14.3% | +236.0% | -250.2% | -21.2% |
| 1Y | -16.7% | +217.4% | -234.1% | -23.2% |
| 3Y | +82.2% | +188.7% | -106.5% | +65.3% |
| 5Y | +149.9% | -23.5% | +173.4% | +128.3% |
| All | +162.9% | -81.2% | +244.0% | +143.7% |
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 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