+125.4%
ON vs ABCL
-79.5%
+204.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +5.2% | +3.9% | +8.1% |
| 7D | -1.4% | +12.4% | -13.8% | -3.7% |
| 30D | -10.9% | -0.4% | -10.5% | -10.9% |
| 3M | -14.9% | +80.4% | -95.2% | -26.6% |
| 6M | -33.0% | +138.5% | -171.6% | -47.5% |
| YTD | +27.6% | +265.5% | -237.9% | -11.4% |
| 1Y | +44.5% | +219.7% | -175.2% | +3.2% |
| 3Y | +7.4% | +209.4% | -202.0% | -29.8% |
| 5Y | +18.7% | -15.0% | +33.8% | -2.1% |
| All | +125.4% | -79.5% | +204.9% | +116.9% |
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