+27.4%
M vs ABCL
-41.3%
+68.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.8% |
| 7D | +4.7% | +0.7% | +4.0% | +4.6% |
| 30D | -9.6% | +93.1% | -102.7% | -20.6% |
| 3M | +0.9% | +79.4% | -78.6% | -11.2% |
| 6M | +22.3% | +214.9% | -192.6% | -3.9% |
| YTD | +6.5% | +234.2% | -227.7% | -18.7% |
| 1Y | +38.8% | +174.8% | -136.0% | +8.0% |
| 3Y | +115.9% | +104.5% | +11.4% | +66.4% |
| All | +27.4% | -41.3% | +68.7% | +9.0% |
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