-66.2%
U vs ABCL
-80.5%
+14.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.7% | -1.2% | +3.4% |
| 7D | +36.6% | -3.2% | +39.8% | +36.8% |
| 30D | +13.3% | -7.4% | +20.7% | +14.8% |
| 3M | +26.2% | +81.9% | -55.8% | -2.8% |
| 6M | +88.7% | +135.7% | -47.0% | +28.0% |
| YTD | +16.6% | +247.4% | -230.8% | -32.4% |
| 1Y | +29.0% | +162.3% | -133.3% | -18.0% |
| 3Y | +99.5% | +165.5% | -66.0% | +10.0% |
| 5Y | -66.1% | -21.3% | -44.8% | -72.5% |
| All | -66.2% | -80.5% | +14.3% | -65.6% |
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