+22.1%
IT vs ABCL
-79.6%
+101.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -7.5% | +2.3% | -9.8% | -7.7% |
| 30D | -1.2% | -0.7% | -0.5% | -1.5% |
| 3M | -2.2% | +33.4% | -35.6% | -5.7% |
| 6M | +19.1% | +137.8% | -118.7% | +7.3% |
| YTD | -25.1% | +264.3% | -289.4% | -35.7% |
| 1Y | -17.4% | +209.2% | -226.6% | -28.1% |
| 3Y | -54.1% | +208.4% | -262.5% | -62.0% |
| 5Y | -42.7% | -11.9% | -30.8% | -48.2% |
| All | +22.1% | -79.6% | +101.6% | +17.2% |
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