+89.5%
SO vs ABCL
-81.0%
+170.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -1.5% |
| 7D | -0.9% | +4.4% | -5.3% | -0.9% |
| 30D | +4.9% | -7.9% | +12.8% | +4.9% |
| 3M | +0.8% | +12.2% | -11.4% | +0.8% |
| 6M | +0.6% | +134.7% | -134.2% | +0.5% |
| YTD | +8.7% | +239.8% | -231.1% | +8.3% |
| 1Y | +4.0% | +192.7% | -188.7% | +3.7% |
| 3Y | +50.6% | +187.6% | -137.1% | +50.2% |
| 5Y | +77.5% | -22.6% | +100.1% | +76.6% |
| All | +89.5% | -81.0% | +170.4% | +87.5% |
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