+83.0%
PL vs ABCL
-61.3%
+144.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | 0.0% | -0.9% |
| 7D | -9.3% | +0.7% | -10.0% | -9.6% |
| 30D | -18.9% | +93.1% | -112.0% | -37.0% |
| 3M | -58.4% | +79.4% | -137.8% | -66.7% |
| 6M | -30.3% | +214.9% | -245.2% | -54.3% |
| YTD | -8.1% | +234.2% | -242.3% | -41.6% |
| 1Y | +180.5% | +174.8% | +5.7% | +86.8% |
| 3Y | +444.1% | +104.5% | +339.7% | +264.0% |
| 5Y | +83.0% | -39.0% | +122.0% | +39.2% |
| All | +83.0% | -61.3% | +144.4% | +38.4% |
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