-47.8%
S vs ABCL
-46.0%
-1.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | +2.0% | -3.3% | +5.3% | +3.0% |
| 30D | -2.7% | -7.1% | +4.4% | -0.8% |
| 3M | -6.9% | +4.7% | -11.6% | -9.7% |
| 6M | +38.1% | +140.9% | -102.8% | -0.7% |
| YTD | +48.0% | +236.0% | -188.0% | -7.5% |
| 1Y | +34.5% | +217.4% | -182.9% | -14.5% |
| 3Y | +38.3% | +188.7% | -150.4% | -21.9% |
| 5Y | -70.9% | -23.5% | -47.4% | -74.5% |
| All | -47.8% | -46.0% | -1.7% | -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