+97.2%
IR vs ABCL
-79.5%
+176.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.2% | -0.5% | +4.2% |
| 7D | +5.0% | +12.4% | -7.4% | +3.9% |
| 30D | +10.3% | -0.4% | +10.7% | +10.1% |
| 3M | -0.1% | +80.4% | -80.5% | -6.3% |
| 6M | +14.8% | +138.5% | -123.8% | +3.7% |
| YTD | +9.7% | +265.5% | -255.7% | -5.6% |
| 1Y | +12.2% | +219.7% | -207.5% | -2.4% |
| 3Y | +30.0% | +209.4% | -179.4% | +8.3% |
| 5Y | +46.8% | -15.0% | +61.8% | +31.4% |
| All | +97.2% | -79.5% | +176.7% | +86.7% |
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