-33.2%
TEAM vs ABCL
-79.5%
+46.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.2% | -4.4% | -0.2% |
| 7D | -17.2% | +12.4% | -29.6% | -19.4% |
| 30D | -25.1% | -0.4% | -24.7% | -25.4% |
| 3M | +3.9% | +80.4% | -76.5% | -10.5% |
| 6M | +69.1% | +138.5% | -69.4% | +34.4% |
| YTD | -4.5% | +265.5% | -270.0% | -31.8% |
| 1Y | -1.9% | +219.7% | -221.5% | -28.2% |
| 3Y | -9.3% | +209.4% | -218.7% | -39.9% |
| 5Y | -65.2% | -15.0% | -50.1% | -70.9% |
| All | -33.2% | -79.5% | +46.3% | -39.7% |
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