+37.4%
T vs ABCL
-79.6%
+116.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.6% |
| 7D | +2.6% | +2.3% | +0.3% | +2.6% |
| 30D | -1.1% | -0.7% | -0.4% | -1.1% |
| 3M | -7.7% | +33.4% | -41.1% | -7.9% |
| 6M | -10.6% | +137.8% | -148.4% | -11.3% |
| YTD | -7.5% | +264.3% | -271.8% | -8.8% |
| 1Y | -7.4% | +209.2% | -216.6% | -8.5% |
| 3Y | +63.1% | +208.4% | -145.3% | +59.7% |
| 5Y | +55.2% | -11.9% | +67.1% | +53.2% |
| All | +37.4% | -79.6% | +116.9% | +33.6% |
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