+22.8%
UL vs ABCL
-79.5%
+102.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.2% | -4.3% | +0.9% |
| 7D | +0.3% | +12.4% | -12.2% | +0.2% |
| 30D | +7.0% | -0.4% | +7.3% | +7.0% |
| 3M | +5.8% | +80.4% | -74.6% | +5.1% |
| 6M | +16.1% | +138.5% | -122.4% | +14.8% |
| YTD | +4.5% | +265.5% | -261.0% | +2.6% |
| 1Y | -1.3% | +219.7% | -221.0% | -2.9% |
| 3Y | +35.0% | +209.4% | -174.4% | +31.6% |
| 5Y | +31.9% | -15.0% | +46.9% | +30.6% |
| All | +22.8% | -79.5% | +102.3% | +23.4% |
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 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