+160.9%
MSFT vs ABCL
-80.5%
+241.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.7% | -7.7% | -1.5% |
| 7D | +1.7% | -3.2% | +4.8% | +1.8% |
| 30D | +0.2% | -7.4% | +7.6% | +0.6% |
| 3M | +6.4% | +81.9% | -75.6% | +0.9% |
| 6M | +28.7% | +135.7% | -107.0% | +19.0% |
| YTD | +10.4% | +247.4% | -237.0% | -1.4% |
| 1Y | +7.6% | +162.3% | -154.6% | -2.2% |
| 3Y | +52.3% | +165.5% | -113.2% | +33.5% |
| 5Y | +64.5% | -21.3% | +85.8% | +53.1% |
| All | +160.9% | -80.5% | +241.5% | +146.8% |
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 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