-40.6%
TECH vs ABCL
-18.8%
-21.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.2% | -5.2% | -0.9% |
| 7D | +0.2% | +12.4% | -12.2% | -2.3% |
| 30D | +0.5% | -0.4% | +0.9% | -0.1% |
| 3M | +0.9% | +80.4% | -79.5% | -13.4% |
| 6M | +51.0% | +138.5% | -87.5% | +19.6% |
| YTD | +24.4% | +265.5% | -241.1% | -12.8% |
| 1Y | +27.6% | +219.7% | -192.1% | -8.1% |
| 3Y | +29.9% | +209.4% | -179.5% | -14.5% |
| 5Y | -40.6% | -15.0% | -25.6% | -50.0% |
| All | -40.6% | -18.8% | -21.8% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling