+11.1%
PL vs ABCL
-30.0%
+41.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -9.4% | -0.8% | -6.8% |
| 7D | -20.5% | -14.9% | -5.6% | -15.9% |
| 30D | -38.8% | -15.4% | -23.4% | -35.1% |
| 3M | -49.1% | +88.0% | -137.1% | -61.8% |
| 6M | -69.4% | +138.8% | -208.2% | -79.1% |
| YTD | -42.3% | +225.4% | -267.8% | -65.8% |
| 1Y | -14.2% | +137.3% | -151.5% | -43.1% |
| 3Y | +398.7% | +136.8% | +261.9% | +196.7% |
| 5Y | +11.1% | -26.2% | +37.4% | -7.2% |
| All | +11.1% | -30.0% | +41.2% | -7.2% |
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