+10.7%
O vs ABCL
-21.8%
+32.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.7% | -7.5% | -1.0% |
| 7D | +3.7% | -3.2% | +6.9% | +3.8% |
| 30D | +11.2% | -7.4% | +18.6% | +11.3% |
| 3M | -4.0% | +81.9% | -85.9% | -6.9% |
| 6M | -5.2% | +135.7% | -141.0% | -9.8% |
| YTD | +9.5% | +247.4% | -237.9% | +1.6% |
| 1Y | +10.6% | +162.3% | -151.7% | +4.2% |
| 3Y | +38.1% | +165.5% | -127.4% | +26.9% |
| All | +10.7% | -21.8% | +32.5% | +6.7% |
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