-68.0%
S vs ABCL
-30.0%
-37.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -9.4% | +0.6% | -6.1% |
| 7D | -16.7% | -14.9% | -1.8% | -12.7% |
| 30D | -17.0% | -15.4% | -1.6% | -13.1% |
| 3M | +2.0% | +88.0% | -86.0% | -18.6% |
| 6M | +35.1% | +138.8% | -103.8% | -3.7% |
| YTD | +42.8% | +225.4% | -182.6% | -10.7% |
| 1Y | +27.7% | +137.3% | -109.6% | -11.8% |
| 3Y | +33.0% | +136.8% | -103.8% | -19.0% |
| 5Y | -68.0% | -26.2% | -41.7% | -72.0% |
| All | -68.0% | -30.0% | -37.9% | -72.0% |
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