+180.1%
NDAQ vs ABCL
-79.5%
+259.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.2% | -3.9% | +1.0% |
| 7D | -0.1% | +12.4% | -12.5% | -0.8% |
| 30D | +15.9% | -0.4% | +16.2% | +15.6% |
| 3M | +15.1% | +80.4% | -65.3% | +10.1% |
| 6M | +22.9% | +138.5% | -115.7% | +14.4% |
| YTD | +12.8% | +265.5% | -252.7% | +1.1% |
| 1Y | +26.0% | +219.7% | -193.7% | +13.9% |
| 3Y | +119.7% | +209.4% | -89.7% | +92.0% |
| 5Y | +65.4% | -15.0% | +80.4% | +51.4% |
| All | +180.1% | -79.5% | +259.6% | +161.4% |
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 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