-6.3%
M vs ABCL
-30.0%
+23.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -9.4% | +3.5% | -4.3% |
| 7D | -2.1% | -14.9% | +12.8% | +0.3% |
| 30D | +7.7% | -15.4% | +23.1% | +10.1% |
| 3M | -4.4% | +88.0% | -92.4% | -16.8% |
| 6M | +27.5% | +138.8% | -111.3% | +3.8% |
| YTD | +12.8% | +225.4% | -212.7% | -15.6% |
| 1Y | +20.7% | +137.3% | -116.6% | -3.9% |
| 3Y | +111.3% | +136.8% | -25.5% | +53.6% |
| 5Y | -6.3% | -26.2% | +19.9% | -14.6% |
| All | -6.3% | -30.0% | +23.7% | -14.6% |
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