-77.8%
SE vs ABCL
-16.0%
-61.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.1% | +0.4% | -2.7% |
| 7D | -7.7% | -2.7% | -5.0% | -7.2% |
| 30D | -22.8% | -5.4% | -17.4% | -22.2% |
| 3M | -43.7% | +22.4% | -66.2% | -47.3% |
| 6M | -12.8% | +127.6% | -140.4% | -32.9% |
| YTD | -42.0% | +249.4% | -291.4% | -61.2% |
| 1Y | -48.0% | +198.0% | -246.0% | -63.7% |
| 3Y | +62.7% | +195.8% | -133.1% | -6.4% |
| 5Y | -77.8% | -20.6% | -57.2% | -77.8% |
| All | -77.8% | -16.0% | -61.8% | -77.8% |
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 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