-47.6%
S vs ABCL
-45.4%
-2.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.8% | -3.5% | -5.5% |
| 7D | +4.1% | +4.4% | -0.3% | +2.8% |
| 30D | -7.2% | -7.9% | +0.7% | -5.1% |
| 3M | 0.0% | +12.2% | -12.3% | -4.9% |
| 6M | +41.6% | +134.7% | -93.1% | +2.6% |
| YTD | +48.6% | +239.8% | -191.2% | -7.4% |
| 1Y | +30.0% | +192.7% | -162.6% | -15.0% |
| 3Y | +42.2% | +187.6% | -145.5% | -19.4% |
| 5Y | -70.8% | -22.6% | -48.1% | -74.5% |
| All | -47.6% | -45.4% | -2.1% | -49.8% |
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