+23.4%
IT vs ABCL
-79.5%
+102.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.2% | -4.7% | +0.1% |
| 7D | -18.8% | +12.4% | -31.2% | -19.7% |
| 30D | -0.1% | -0.4% | +0.3% | -0.4% |
| 3M | +2.9% | +80.4% | -77.5% | -3.8% |
| 6M | +20.4% | +138.5% | -118.1% | +8.5% |
| YTD | -24.3% | +265.5% | -289.8% | -35.0% |
| 1Y | -17.2% | +219.7% | -236.8% | -28.2% |
| 3Y | -52.4% | +209.4% | -261.8% | -60.6% |
| 5Y | -43.7% | -15.0% | -28.7% | -49.1% |
| All | +23.4% | -79.5% | +102.9% | +18.4% |
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