-34.4%
TEAM vs ABCL
-81.0%
+46.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.4% |
| 7D | -16.9% | +4.4% | -21.3% | -17.9% |
| 30D | -26.8% | -7.9% | -18.9% | -26.1% |
| 3M | -1.9% | +12.2% | -14.1% | -6.0% |
| 6M | +79.2% | +134.7% | -55.6% | +42.6% |
| YTD | -6.1% | +239.8% | -245.8% | -32.1% |
| 1Y | -2.1% | +192.7% | -194.8% | -27.1% |
| 3Y | -13.6% | +187.6% | -201.2% | -41.9% |
| 5Y | -65.8% | -22.6% | -43.2% | -71.0% |
| All | -34.4% | -81.0% | +46.6% | -39.8% |
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