+192.5%
XLK vs ABCL
-81.0%
+273.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.4% | 0.0% |
| 7D | +7.0% | +4.4% | +2.6% | +6.4% |
| 30D | -11.5% | -7.9% | -3.6% | -10.8% |
| 3M | -7.9% | +12.2% | -20.1% | -9.6% |
| 6M | -0.6% | +134.7% | -135.3% | -11.8% |
| YTD | +21.1% | +239.8% | -218.6% | +2.1% |
| 1Y | +18.8% | +192.7% | -173.8% | +1.7% |
| 3Y | +97.3% | +187.6% | -90.3% | +60.9% |
| 5Y | +115.5% | -22.6% | +138.2% | +91.8% |
| All | +192.5% | -81.0% | +273.4% | +167.1% |
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