+91.9%
SO vs ABCL
-79.6%
+171.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -0.1% | +2.3% | -2.4% | -0.1% |
| 30D | +8.7% | -0.7% | +9.4% | +8.7% |
| 3M | +3.4% | +33.4% | -30.0% | +3.4% |
| 6M | +3.7% | +137.8% | -134.1% | +3.7% |
| YTD | +10.0% | +264.3% | -254.3% | +9.7% |
| 1Y | +6.6% | +209.2% | -202.6% | +6.4% |
| 3Y | +52.5% | +208.4% | -155.9% | +52.1% |
| 5Y | +76.1% | -11.9% | +87.9% | +75.4% |
| All | +91.9% | -79.6% | +171.4% | +89.9% |
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