+154.6%
M vs ABCL
-80.5%
+235.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.7% | -11.3% | -5.4% |
| 7D | -4.3% | -3.2% | -1.1% | -4.1% |
| 30D | +1.3% | -7.4% | +8.7% | +1.8% |
| 3M | -7.4% | +81.9% | -89.3% | -15.8% |
| 6M | +18.3% | +135.7% | -117.4% | +2.3% |
| YTD | +7.6% | +247.4% | -239.8% | -13.2% |
| 1Y | +17.4% | +162.3% | -144.9% | -1.7% |
| 3Y | +108.4% | +165.5% | -57.1% | +63.6% |
| 5Y | -10.6% | -21.3% | +10.7% | -24.1% |
| All | +154.6% | -80.5% | +235.2% | +120.4% |
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