+145.5%
MO vs ABCL
-81.9%
+227.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | -0.5% |
| 7D | -2.4% | -2.7% | +0.3% | -2.4% |
| 30D | +3.6% | +18.3% | -14.7% | +3.9% |
| 3M | -3.7% | +108.5% | -112.2% | -2.4% |
| 6M | +4.5% | +213.9% | -209.4% | +6.3% |
| YTD | +21.5% | +223.1% | -201.6% | +23.6% |
| 1Y | +9.5% | +160.6% | -151.1% | +11.3% |
| 3Y | +93.6% | +104.3% | -10.7% | +97.8% |
| 5Y | +97.5% | -40.0% | +137.5% | +101.3% |
| All | +145.5% | -81.9% | +227.4% | +154.2% |
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