-42.5%
IT vs ABCL
-23.2%
-19.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.6% | -0.9% |
| 7D | -3.7% | +4.4% | -8.1% | -4.1% |
| 30D | -3.1% | -7.9% | +4.7% | -2.9% |
| 3M | +6.3% | +12.2% | -5.9% | +3.7% |
| 6M | +24.8% | +134.7% | -110.0% | +10.0% |
| YTD | -24.4% | +239.8% | -264.1% | -36.8% |
| 1Y | -17.1% | +192.7% | -209.8% | -29.7% |
| 3Y | -53.6% | +187.6% | -241.3% | -63.2% |
| 5Y | -42.5% | -22.6% | -19.9% | -46.5% |
| All | -42.5% | -23.2% | -19.3% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling