-35.4%
TEAM vs ABCL
-81.2%
+45.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.3% |
| 7D | -2.4% | -3.3% | +0.9% | -1.8% |
| 30D | -26.7% | -7.1% | -19.6% | -26.1% |
| 3M | -9.6% | +4.7% | -14.4% | -12.2% |
| 6M | +86.0% | +140.9% | -54.8% | +47.2% |
| YTD | -7.5% | +236.0% | -243.5% | -32.9% |
| 1Y | -1.4% | +217.4% | -218.8% | -27.8% |
| 3Y | -14.3% | +188.7% | -203.0% | -42.5% |
| 5Y | -66.3% | -23.5% | -42.8% | -71.4% |
| All | -35.4% | -81.2% | +45.8% | -40.6% |
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