+72.4%
TER vs ABCL
-18.8%
+91.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +5.2% | +7.5% | +11.5% |
| 7D | -5.8% | +12.4% | -18.2% | -8.1% |
| 30D | -38.9% | -0.4% | -38.6% | -38.7% |
| 3M | -35.1% | +80.4% | -115.5% | -44.8% |
| 6M | -31.6% | +138.5% | -170.1% | -46.8% |
| YTD | +27.2% | +265.5% | -238.3% | -11.5% |
| 1Y | +35.2% | +219.7% | -184.5% | -3.2% |
| 3Y | +192.8% | +209.4% | -16.6% | +93.3% |
| 5Y | +72.4% | -15.0% | +87.4% | +40.2% |
| All | +72.4% | -18.8% | +91.3% | +40.2% |
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