+91.7%
SO vs ABCL
-79.5%
+171.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.2% | -3.9% | +1.3% |
| 7D | -1.1% | +12.4% | -13.5% | -1.1% |
| 30D | +8.6% | -0.4% | +8.9% | +8.6% |
| 3M | +1.8% | +80.4% | -78.6% | +1.8% |
| 6M | +3.6% | +138.5% | -134.9% | +3.6% |
| YTD | +9.9% | +265.5% | -255.6% | +9.6% |
| 1Y | +5.7% | +219.7% | -214.0% | +5.5% |
| 3Y | +52.5% | +209.4% | -156.9% | +52.1% |
| 5Y | +77.3% | -15.0% | +92.3% | +76.5% |
| All | +91.7% | -79.5% | +171.2% | +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