+341.6%
SOXX vs ABCL
-82.9%
+424.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.3% | +2.6% | -1.8% |
| 7D | +3.0% | -9.6% | +12.6% | +4.8% |
| 30D | -3.1% | +7.2% | -10.3% | -4.7% |
| 3M | -4.4% | +105.5% | -109.9% | -17.7% |
| 6M | +52.9% | +193.0% | -140.1% | +22.6% |
| YTD | +72.0% | +205.8% | -133.8% | +35.5% |
| 1Y | +105.1% | +144.4% | -39.3% | +66.5% |
| 3Y | +220.6% | +93.3% | +127.3% | +152.7% |
| 5Y | +244.8% | -44.9% | +289.7% | +207.1% |
| All | +341.6% | -82.9% | +424.4% | +317.9% |
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