+73.5%
MSFT vs ABCL
-41.3%
+114.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.9% |
| 7D | -2.7% | +0.7% | -3.4% | -2.7% |
| 30D | +2.7% | +93.1% | -90.4% | -3.7% |
| 3M | +17.0% | +79.4% | -62.5% | +9.8% |
| 6M | +23.8% | +214.9% | -191.1% | +10.1% |
| YTD | +4.0% | +234.2% | -230.2% | -8.6% |
| 1Y | -0.8% | +174.8% | -175.6% | -12.0% |
| 3Y | +55.6% | +104.5% | -48.9% | +37.3% |
| All | +73.5% | -41.3% | +114.7% | +62.4% |
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 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