+269.4%
TQQQ vs ABCL
-82.1%
+351.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.1% | -1.6% | +1.3% |
| 7D | -1.9% | -4.7% | +2.8% | -0.5% |
| 30D | -4.9% | +5.2% | -10.0% | -7.1% |
| 3M | -6.4% | +106.6% | -113.0% | -29.1% |
| 6M | +44.4% | +198.4% | -154.0% | -3.9% |
| YTD | +35.2% | +218.4% | -183.3% | -13.8% |
| 1Y | +49.5% | +136.2% | -86.7% | +3.5% |
| 3Y | +250.7% | +103.2% | +147.5% | +127.4% |
| 5Y | +104.7% | -42.7% | +147.4% | +73.8% |
| All | +269.4% | -82.1% | +351.6% | +236.3% |
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