+473.4%
LLY vs ABCL
-23.2%
+496.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.5% |
| 7D | +4.6% | +4.4% | +0.2% | +4.2% |
| 30D | +22.4% | -7.9% | +30.2% | +22.8% |
| 3M | +17.1% | +12.2% | +4.9% | +15.2% |
| 6M | +44.6% | +134.7% | -90.1% | +32.6% |
| YTD | +33.5% | +239.8% | -206.3% | +18.1% |
| 1Y | +41.1% | +192.7% | -151.6% | +26.1% |
| 3Y | +143.8% | +187.6% | -43.9% | +110.8% |
| 5Y | +473.4% | -22.6% | +496.0% | +393.5% |
| All | +473.4% | -23.2% | +496.6% | +393.5% |
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