+71.7%
TER vs ABCL
-26.2%
+97.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -5.1% |
| 7D | +14.4% | -3.3% | +17.6% | +15.3% |
| 30D | -30.6% | -7.1% | -23.5% | -29.2% |
| 3M | -39.2% | +4.7% | -43.9% | -40.3% |
| 6M | -31.3% | +140.9% | -172.2% | -46.8% |
| YTD | +29.1% | +236.0% | -206.9% | -8.6% |
| 1Y | +47.4% | +217.4% | -170.0% | +5.7% |
| 3Y | +191.2% | +188.7% | +2.5% | +95.2% |
| All | +71.7% | -26.2% | +97.9% | +44.4% |
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