-54.1%
W vs ABCL
-80.5%
+26.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.7% | -8.2% | -3.6% |
| 7D | -3.6% | -3.2% | -0.4% | -3.0% |
| 30D | +7.0% | -7.4% | +14.4% | +8.6% |
| 3M | +7.4% | +81.9% | -74.6% | -15.8% |
| 6M | +69.3% | +135.7% | -66.4% | +18.4% |
| YTD | +11.3% | +247.4% | -236.1% | -33.8% |
| 1Y | +13.2% | +162.3% | -149.0% | -26.8% |
| 3Y | +142.0% | +165.5% | -23.5% | +39.0% |
| 5Y | -54.6% | -21.3% | -33.3% | -64.8% |
| All | -54.1% | -80.5% | +26.4% | -59.6% |
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