+22.8%
IT vs ABCL
-80.5%
+103.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +6.7% | -10.8% | -4.5% |
| 7D | -16.9% | -3.2% | -13.7% | -16.9% |
| 30D | +2.3% | -7.4% | +9.7% | +2.5% |
| 3M | +2.9% | +81.9% | -79.1% | -4.0% |
| 6M | +25.9% | +135.7% | -109.9% | +13.3% |
| YTD | -24.6% | +247.4% | -272.0% | -35.1% |
| 1Y | -16.0% | +162.3% | -178.3% | -26.0% |
| 3Y | -51.6% | +165.5% | -217.1% | -59.3% |
| 5Y | -42.6% | -21.3% | -21.4% | -47.9% |
| All | +22.8% | -80.5% | +103.4% | +18.3% |
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