+62.8%
META vs ABCL
-41.3%
+104.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | +6.7% | +0.7% | +6.0% | +6.6% |
| 30D | +4.8% | +93.1% | -88.3% | -4.2% |
| 3M | -1.6% | +79.4% | -81.1% | -10.0% |
| 6M | -7.5% | +214.9% | -222.3% | -22.6% |
| YTD | -6.4% | +234.2% | -240.6% | -23.1% |
| 1Y | -17.3% | +174.8% | -192.1% | -31.0% |
| 3Y | +109.9% | +104.5% | +5.5% | +74.1% |
| All | +62.8% | -41.3% | +104.1% | +50.8% |
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