+109.1%
MA vs ABCL
-81.2%
+190.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.4% |
| 7D | +1.3% | -3.3% | +4.6% | +1.4% |
| 30D | +9.6% | -7.1% | +16.7% | +9.7% |
| 3M | +16.8% | +4.7% | +12.0% | +16.2% |
| 6M | +35.2% | +140.9% | -105.7% | +29.1% |
| YTD | +16.6% | +236.0% | -219.4% | +9.1% |
| 1Y | +19.8% | +217.4% | -197.6% | +12.4% |
| 3Y | +70.7% | +188.7% | -118.0% | +56.6% |
| 5Y | +87.4% | -23.5% | +110.9% | +77.8% |
| All | +109.1% | -81.2% | +190.2% | +98.6% |
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 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