+795.8%
LLY vs ABCL
-80.5%
+876.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.7% | -7.5% | -1.2% |
| 7D | -4.5% | -3.2% | -1.3% | -4.4% |
| 30D | +13.9% | -7.4% | +21.3% | +14.2% |
| 3M | +13.8% | +81.9% | -68.2% | +8.6% |
| 6M | +37.6% | +135.7% | -98.1% | +28.7% |
| YTD | +26.6% | +247.4% | -220.8% | +15.2% |
| 1Y | +45.3% | +162.3% | -116.9% | +34.1% |
| 3Y | +132.2% | +165.5% | -33.2% | +108.7% |
| 5Y | +434.7% | -21.3% | +455.9% | +385.3% |
| All | +795.8% | -80.5% | +876.4% | +672.6% |
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