+61.5%
LOW vs ABCL
-81.0%
+142.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -1.6% |
| 7D | +0.1% | +4.4% | -4.3% | -0.2% |
| 30D | +21.3% | -7.9% | +29.1% | +21.6% |
| 3M | +6.0% | +12.2% | -6.2% | +4.5% |
| 6M | +2.6% | +134.7% | -132.2% | -5.1% |
| YTD | -3.6% | +239.8% | -243.4% | -14.0% |
| 1Y | -1.0% | +192.7% | -193.6% | -10.7% |
| 3Y | +24.2% | +187.6% | -163.5% | +7.8% |
| 5Y | +6.3% | -22.6% | +29.0% | -2.3% |
| All | +61.5% | -81.0% | +142.4% | +49.5% |
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 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