+180.0%
NDAQ vs ABCL
-81.2%
+261.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | -0.1% |
| 7D | +1.3% | -3.3% | +4.5% | +1.4% |
| 30D | +18.0% | -7.1% | +25.1% | +18.2% |
| 3M | +11.5% | +4.7% | +6.8% | +10.6% |
| 6M | +21.1% | +140.9% | -119.8% | +12.5% |
| YTD | +12.8% | +236.0% | -223.2% | +1.6% |
| 1Y | +25.7% | +217.4% | -191.7% | +13.6% |
| 3Y | +116.8% | +188.7% | -71.9% | +90.2% |
| 5Y | +67.3% | -23.5% | +90.8% | +53.8% |
| All | +180.0% | -81.2% | +261.1% | +162.6% |
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