+37.2%
O vs ABCL
-79.6%
+116.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | +3.5% | +2.3% | +1.2% | +3.5% |
| 30D | +10.4% | -0.7% | +11.1% | +10.3% |
| 3M | -2.4% | +33.4% | -35.8% | -3.4% |
| 6M | -1.2% | +137.8% | -139.0% | -4.4% |
| YTD | +10.4% | +264.3% | -253.9% | +4.9% |
| 1Y | +11.4% | +209.2% | -197.7% | +6.5% |
| 3Y | +40.4% | +208.4% | -168.0% | +31.9% |
| 5Y | +12.1% | -11.9% | +24.0% | +6.8% |
| All | +37.2% | -79.6% | +116.8% | +27.4% |
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