+9.2%
O vs ABCL
-23.2%
+32.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.2% | -0.4% |
| 7D | -0.4% | +4.4% | -4.8% | -0.6% |
| 30D | +8.3% | -7.9% | +16.1% | +8.4% |
| 3M | -4.0% | +12.2% | -16.2% | -4.8% |
| 6M | -2.6% | +134.7% | -137.4% | -7.2% |
| YTD | +9.9% | +239.8% | -229.9% | +2.1% |
| 1Y | +9.8% | +192.7% | -182.9% | +2.8% |
| 3Y | +39.7% | +187.6% | -147.9% | +27.6% |
| 5Y | +9.2% | -22.6% | +31.8% | +4.6% |
| All | +9.2% | -23.2% | +32.4% | +4.6% |
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 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