+132.4%
INTC vs ABCL
-81.2%
+213.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +0.1% | +9.0% | +9.0% |
| 7D | +17.4% | +1.4% | +16.0% | +17.1% |
| 30D | +2.8% | +65.1% | -62.3% | -7.1% |
| 3M | -5.3% | +111.1% | -116.3% | -18.5% |
| 6M | +140.6% | +231.6% | -91.0% | +90.5% |
| YTD | +183.1% | +234.5% | -51.4% | +122.9% |
| 1Y | +326.8% | +174.3% | +152.4% | +244.1% |
| 3Y | +179.4% | +111.5% | +68.0% | +119.3% |
| 5Y | +111.7% | -37.3% | +149.0% | +80.0% |
| All | +132.4% | -81.2% | +213.6% | +109.8% |
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