+131.8%
ON vs ABCL
-81.2%
+212.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.4% |
| 7D | +12.2% | -3.3% | +15.5% | +13.0% |
| 30D | -3.1% | -7.1% | +4.0% | -1.8% |
| 3M | -12.9% | +4.7% | -17.6% | -14.7% |
| 6M | -38.6% | +140.9% | -179.5% | -52.0% |
| YTD | +31.2% | +236.0% | -204.7% | -7.4% |
| 1Y | +47.6% | +217.4% | -169.8% | +5.4% |
| 3Y | +6.6% | +188.7% | -182.1% | -29.4% |
| 5Y | +21.3% | -23.5% | +44.8% | +2.1% |
| All | +131.8% | -81.2% | +212.9% | +126.8% |
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