-56.8%
W vs ABCL
-23.2%
-33.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.8% | +0.2% | -1.5% |
| 7D | -1.7% | +4.4% | -6.1% | -3.5% |
| 30D | +3.2% | -7.9% | +11.1% | +5.4% |
| 3M | +8.3% | +12.2% | -3.9% | +0.5% |
| 6M | +84.3% | +134.7% | -50.5% | +17.8% |
| YTD | +11.0% | +239.8% | -228.7% | -42.2% |
| 1Y | -0.2% | +192.7% | -192.9% | -45.0% |
| 3Y | +157.9% | +187.6% | -29.7% | +18.5% |
| 5Y | -56.8% | -22.6% | -34.2% | -62.8% |
| All | -56.8% | -23.2% | -33.6% | -62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling