-48.8%
S vs ABCL
-44.2%
-4.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.7% | -5.1% | -0.3% |
| 7D | -13.4% | -3.2% | -10.3% | -12.7% |
| 30D | -14.0% | -7.4% | -6.6% | -12.3% |
| 3M | +4.9% | +81.9% | -77.1% | -15.0% |
| 6M | +42.0% | +135.7% | -93.7% | +2.7% |
| YTD | +45.1% | +247.4% | -202.2% | -10.2% |
| 1Y | +33.1% | +162.3% | -129.2% | -10.3% |
| 3Y | +40.6% | +165.5% | -124.8% | -17.1% |
| 5Y | -67.5% | -21.3% | -46.2% | -71.8% |
| All | -48.8% | -44.2% | -4.6% | -51.3% |
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