+15.0%
SNY vs ABCL
-82.1%
+97.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | 0.0% |
| 7D | -3.3% | -4.7% | +1.4% | -3.2% |
| 30D | -2.2% | +5.2% | -7.3% | -2.4% |
| 3M | -3.0% | +106.6% | -109.7% | -5.9% |
| 6M | +2.7% | +198.4% | -195.6% | -1.9% |
| YTD | -6.8% | +218.4% | -225.3% | -11.4% |
| 1Y | -5.3% | +136.2% | -141.5% | -9.2% |
| 3Y | -9.8% | +103.2% | -113.0% | -14.3% |
| 5Y | +9.7% | -42.7% | +52.3% | +6.7% |
| All | +15.0% | -82.1% | +97.1% | +20.4% |
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