+130.0%
RF vs ABCL
-81.8%
+211.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.4% | +7.2% | -1.3% |
| 7D | -1.6% | -14.9% | +13.3% | -0.4% |
| 30D | +5.0% | -15.4% | +20.4% | +6.2% |
| 3M | -10.0% | +88.0% | -98.0% | -16.4% |
| 6M | +3.3% | +138.8% | -135.5% | -7.4% |
| YTD | +7.9% | +225.4% | -217.5% | -7.1% |
| 1Y | +21.2% | +137.3% | -116.1% | +7.5% |
| 3Y | +105.8% | +136.8% | -31.0% | +74.2% |
| 5Y | +43.7% | -26.2% | +70.0% | +27.3% |
| All | +130.0% | -81.8% | +211.7% | +112.5% |
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