+57.8%
T vs ABCL
-26.2%
+84.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | +2.5% | -3.3% | +5.8% | +2.5% |
| 30D | -3.8% | -7.1% | +3.3% | -3.8% |
| 3M | -8.7% | +4.7% | -13.5% | -8.9% |
| 6M | -8.1% | +140.9% | -149.0% | -9.6% |
| YTD | -6.4% | +236.0% | -242.4% | -8.8% |
| 1Y | -9.8% | +217.4% | -227.2% | -11.9% |
| 3Y | +65.5% | +188.7% | -123.2% | +59.1% |
| All | +57.8% | -26.2% | +84.0% | +49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling