+40.1%
LOW vs ABCL
-81.9%
+122.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -0.9% |
| 7D | -0.6% | -2.7% | +2.1% | -0.4% |
| 30D | -9.3% | +18.3% | -27.6% | -10.4% |
| 3M | -8.1% | +108.5% | -116.6% | -13.5% |
| 6M | -19.8% | +213.9% | -233.7% | -27.3% |
| YTD | -16.4% | +223.1% | -239.5% | -24.8% |
| 1Y | -24.7% | +160.6% | -185.3% | -31.7% |
| 3Y | -8.8% | +104.3% | -113.1% | -18.6% |
| 5Y | +7.8% | -40.0% | +47.8% | 0.0% |
| All | +40.1% | -81.9% | +122.0% | +30.7% |
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