+35.4%
T vs ABCL
-80.5%
+115.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.7% | -7.6% | -0.9% |
| 7D | +1.0% | -3.2% | +4.2% | +1.0% |
| 30D | -10.6% | -7.4% | -3.2% | -10.6% |
| 3M | -7.7% | +81.9% | -89.7% | -8.2% |
| 6M | -13.3% | +135.7% | -149.0% | -14.0% |
| YTD | -8.8% | +247.4% | -256.1% | -10.0% |
| 1Y | -8.4% | +162.3% | -170.7% | -9.3% |
| 3Y | +59.6% | +165.5% | -105.8% | +56.9% |
| 5Y | +52.1% | -21.3% | +73.4% | +50.0% |
| All | +35.4% | -80.5% | +115.9% | +31.7% |
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