-36.0%
TEAM vs ABCL
-79.6%
+43.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.7% | -4.0% |
| 7D | -22.2% | +2.3% | -24.5% | -22.8% |
| 30D | -28.1% | -0.7% | -27.5% | -28.4% |
| 3M | -2.2% | +33.4% | -35.6% | -9.4% |
| 6M | +62.2% | +137.8% | -75.6% | +29.1% |
| YTD | -8.4% | +264.3% | -272.7% | -34.6% |
| 1Y | -6.6% | +209.2% | -215.8% | -31.2% |
| 3Y | -15.7% | +208.4% | -224.1% | -44.1% |
| 5Y | -65.7% | -11.9% | -53.8% | -71.5% |
| All | -36.0% | -79.6% | +43.6% | -42.1% |
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