+106.4%
MA vs ABCL
-80.5%
+186.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.7% | -7.2% | -0.7% |
| 7D | +2.3% | -3.2% | +5.5% | +2.4% |
| 30D | +14.7% | -7.4% | +22.1% | +14.8% |
| 3M | +13.5% | +81.9% | -68.4% | +10.2% |
| 6M | +33.1% | +135.7% | -102.6% | +27.3% |
| YTD | +15.1% | +247.4% | -232.3% | +7.6% |
| 1Y | +18.7% | +162.3% | -143.5% | +12.4% |
| 3Y | +72.1% | +165.5% | -93.4% | +58.7% |
| 5Y | +92.8% | -21.3% | +114.1% | +82.8% |
| All | +106.4% | -80.5% | +186.9% | +95.8% |
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