+108.3%
MA vs ABCL
-79.6%
+187.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +1.8% | +2.3% | -0.5% | +1.7% |
| 30D | +11.8% | -0.7% | +12.5% | +11.7% |
| 3M | +17.2% | +33.4% | -16.2% | +15.5% |
| 6M | +33.4% | +137.8% | -104.4% | +27.6% |
| YTD | +16.1% | +264.3% | -248.2% | +8.5% |
| 1Y | +19.9% | +209.2% | -189.3% | +12.8% |
| 3Y | +70.1% | +208.4% | -138.3% | +55.7% |
| 5Y | +89.6% | -11.9% | +101.5% | +79.7% |
| All | +108.3% | -79.6% | +187.9% | +97.3% |
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