+89.2%
SO vs ABCL
-80.5%
+169.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.7% | -7.8% | -1.1% |
| 7D | -1.5% | -3.2% | +1.7% | -1.5% |
| 30D | +8.1% | -7.4% | +15.5% | +8.1% |
| 3M | +0.2% | +81.9% | -81.7% | +0.2% |
| 6M | +0.4% | +135.7% | -135.3% | +0.3% |
| YTD | +8.5% | +247.4% | -238.9% | +8.2% |
| 1Y | +4.9% | +162.3% | -157.3% | +4.8% |
| 3Y | +47.9% | +165.5% | -117.6% | +47.7% |
| 5Y | +75.7% | -21.3% | +97.0% | +74.8% |
| All | +89.2% | -80.5% | +169.7% | +87.2% |
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