-54.2%
W vs ABCL
-81.0%
+26.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.8% | +0.2% | -1.7% |
| 7D | -1.7% | +4.4% | -6.1% | -3.1% |
| 30D | +3.2% | -7.9% | +11.1% | +5.1% |
| 3M | +8.3% | +12.2% | -3.9% | +2.0% |
| 6M | +84.3% | +134.7% | -50.5% | +29.3% |
| YTD | +11.0% | +239.8% | -228.7% | -33.5% |
| 1Y | -0.2% | +192.7% | -192.9% | -37.5% |
| 3Y | +157.9% | +187.6% | -29.7% | +44.1% |
| 5Y | -56.8% | -22.6% | -34.2% | -66.3% |
| All | -54.2% | -81.0% | +26.7% | -59.5% |
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