+123.3%
META vs ABCL
-81.8%
+205.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.4% | +5.4% | -3.0% |
| 7D | -3.1% | -14.9% | +11.8% | -1.7% |
| 30D | -18.1% | -15.4% | -2.7% | -16.9% |
| 3M | +2.9% | +88.0% | -85.2% | -4.6% |
| 6M | +0.2% | +138.8% | -138.6% | -10.7% |
| YTD | -8.1% | +225.4% | -233.5% | -21.7% |
| 1Y | -4.5% | +137.3% | -141.8% | -15.9% |
| 3Y | +94.2% | +136.8% | -42.6% | +62.2% |
| 5Y | +79.1% | -26.2% | +105.3% | +63.2% |
| All | +123.3% | -81.8% | +205.1% | +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