-52.0%
W vs ABCL
-79.5%
+27.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.2% | -0.6% | +3.0% |
| 7D | +3.3% | +12.4% | -9.1% | -0.6% |
| 30D | +10.5% | -0.4% | +10.9% | +9.8% |
| 3M | +9.6% | +80.4% | -70.7% | -13.6% |
| 6M | +76.4% | +138.5% | -62.2% | +23.2% |
| YTD | +16.4% | +265.5% | -249.1% | -31.8% |
| 1Y | +9.3% | +219.7% | -210.3% | -33.3% |
| 3Y | +172.8% | +209.4% | -36.6% | +49.1% |
| 5Y | -53.4% | -15.0% | -38.3% | -64.5% |
| All | -52.0% | -79.5% | +27.5% | -58.5% |
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