+91.8%
SO vs ABCL
-81.2%
+172.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.2% |
| 7D | +1.4% | -3.3% | +4.6% | +1.3% |
| 30D | +4.7% | -7.1% | +11.8% | +4.7% |
| 3M | +1.7% | +4.7% | -3.0% | +1.7% |
| 6M | +2.2% | +140.9% | -138.7% | +2.0% |
| YTD | +10.0% | +236.0% | -226.0% | +9.6% |
| 1Y | +6.0% | +217.4% | -211.4% | +5.7% |
| 3Y | +54.1% | +188.7% | -134.6% | +53.7% |
| 5Y | +79.6% | -23.5% | +103.1% | +78.7% |
| All | +91.8% | -81.2% | +172.9% | +89.8% |
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 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