+30.0%
SNY vs ABCL
-81.2%
+111.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | +2.8% | -3.3% | +6.1% | +2.9% |
| 30D | +21.6% | -7.1% | +28.7% | +21.8% |
| 3M | +10.5% | +4.7% | +5.7% | +10.0% |
| 6M | +14.0% | +140.9% | -126.9% | +9.6% |
| YTD | +5.4% | +236.0% | -230.6% | -0.2% |
| 1Y | -2.5% | +217.4% | -219.9% | -7.5% |
| 3Y | +22.1% | +188.7% | -166.6% | +14.5% |
| 5Y | +18.0% | -23.5% | +41.6% | +13.6% |
| All | +30.0% | -81.2% | +111.2% | +35.6% |
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