-2.0%
TECH vs ABCL
-81.2%
+79.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | +0.1% | -3.3% | +3.4% | +0.6% |
| 30D | +0.5% | -7.1% | +7.6% | +1.1% |
| 3M | +1.1% | +4.7% | -3.6% | -1.2% |
| 6M | +62.8% | +140.9% | -78.0% | +33.8% |
| YTD | +24.5% | +236.0% | -211.5% | -5.7% |
| 1Y | +20.6% | +217.4% | -196.8% | -7.8% |
| 3Y | +29.5% | +188.7% | -159.2% | -6.3% |
| 5Y | -40.9% | -23.5% | -17.4% | -50.5% |
| All | -2.0% | -81.2% | +79.2% | -16.1% |
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