+86.1%
MA vs ABCL
-25.4%
+111.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.5% | -1.1% |
| 7D | -0.5% | +4.4% | -4.9% | -0.7% |
| 30D | +7.9% | -7.9% | +15.8% | +8.1% |
| 3M | +16.8% | +12.2% | +4.6% | +15.4% |
| 6M | +31.0% | +134.7% | -103.8% | +22.7% |
| YTD | +15.0% | +239.8% | -224.7% | +4.3% |
| 1Y | +17.0% | +192.7% | -175.7% | +7.1% |
| 3Y | +68.5% | +187.6% | -119.2% | +47.7% |
| All | +86.1% | -25.4% | +111.4% | +87.0% |
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