+93.2%
TER vs ABCL
-80.5%
+173.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.7% | -4.2% | +1.2% |
| 7D | -20.5% | -3.2% | -17.3% | -19.8% |
| 30D | -47.0% | -7.4% | -39.6% | -46.1% |
| 3M | -43.3% | +81.9% | -125.2% | -50.9% |
| 6M | -42.9% | +135.7% | -178.6% | -54.0% |
| YTD | +12.9% | +247.4% | -234.5% | -16.5% |
| 1Y | +18.2% | +162.3% | -144.1% | -8.1% |
| 3Y | +151.8% | +165.5% | -13.7% | +82.3% |
| 5Y | +54.2% | -21.3% | +75.5% | +29.0% |
| All | +93.2% | -80.5% | +173.8% | +67.9% |
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