+184.0%
NDAQ vs ABCL
-79.6%
+263.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.4% |
| 7D | +2.9% | +2.3% | +0.6% | +2.7% |
| 30D | +17.5% | -0.7% | +18.2% | +17.3% |
| 3M | +15.4% | +33.4% | -18.0% | +12.8% |
| 6M | +24.6% | +137.8% | -113.2% | +16.0% |
| YTD | +14.4% | +264.3% | -249.9% | +2.6% |
| 1Y | +26.9% | +209.2% | -182.2% | +15.0% |
| 3Y | +119.8% | +208.4% | -88.6% | +92.2% |
| 5Y | +70.5% | -11.9% | +82.4% | +56.1% |
| All | +184.0% | -79.6% | +263.6% | +165.1% |
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