-33.8%
TEAM vs ABCL
-80.5%
+46.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +6.7% | -22.9% | -17.5% |
| 7D | -19.8% | -3.2% | -16.7% | -19.7% |
| 30D | -21.5% | -7.4% | -14.1% | -20.8% |
| 3M | +39.5% | +81.9% | -42.4% | +20.2% |
| 6M | +73.1% | +135.7% | -62.7% | +37.6% |
| YTD | -5.2% | +247.4% | -252.6% | -31.7% |
| 1Y | -1.6% | +162.3% | -163.8% | -25.1% |
| 3Y | -11.4% | +165.5% | -176.9% | -39.1% |
| 5Y | -65.1% | -21.3% | -43.8% | -70.5% |
| All | -33.8% | -80.5% | +46.8% | -39.5% |
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 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