+238.6%
MAR vs ABCL
-79.5%
+318.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.2% | -5.1% | -0.1% |
| 7D | +0.2% | +12.4% | -12.2% | -0.4% |
| 30D | +14.0% | -0.4% | +14.4% | +13.8% |
| 3M | +18.1% | +80.4% | -62.3% | +13.7% |
| 6M | +18.6% | +138.5% | -120.0% | +11.4% |
| YTD | +35.3% | +265.5% | -230.2% | +23.1% |
| 1Y | +44.5% | +219.7% | -175.2% | +32.4% |
| 3Y | +120.7% | +209.4% | -88.7% | +96.0% |
| 5Y | +164.1% | -15.0% | +179.1% | +142.2% |
| All | +238.6% | -79.5% | +318.1% | +209.3% |
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