-68.1%
MKTX vs ABCL
-82.1%
+14.0%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -0.3% |
| 7D | -0.2% | -4.7% | +4.5% | 0.0% |
| 30D | +0.7% | +5.2% | -4.4% | +0.3% |
| 3M | +40.8% | +106.6% | -65.8% | +34.0% |
| 6M | -8.0% | +198.4% | -206.3% | -14.8% |
| YTD | -8.7% | +218.4% | -227.2% | -16.3% |
| 1Y | -11.8% | +136.2% | -148.1% | -18.1% |
| 3Y | -24.0% | +103.2% | -127.2% | -30.2% |
| 5Y | -60.3% | -42.7% | -17.7% | -62.2% |
| All | -68.1% | -82.1% | +14.0% | -69.4% |
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