+392.6%
P vs ABCL
-80.4%
+473.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.1% | +8.5% | +5.2% |
| 7D | -4.7% | -2.7% | -2.0% | -4.0% |
| 30D | -31.4% | -5.4% | -26.0% | -30.5% |
| 3M | -2.6% | +22.4% | -25.1% | -6.1% |
| 6M | +21.9% | +127.6% | -105.7% | +3.6% |
| YTD | +58.9% | +249.4% | -190.5% | +23.9% |
| 1Y | +21.7% | +198.0% | -176.3% | -2.7% |
| 3Y | +193.3% | +195.8% | -2.5% | +120.1% |
| 5Y | +275.1% | -20.6% | +295.7% | +228.4% |
| All | +392.6% | -80.4% | +473.0% | +374.4% |
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