+186.6%
XLK vs ABCL
-81.2%
+267.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.9% |
| 7D | +3.4% | -3.3% | +6.6% | +3.7% |
| 30D | -10.6% | -7.1% | -3.5% | -9.9% |
| 3M | -10.6% | +4.7% | -15.4% | -11.6% |
| 6M | -3.5% | +140.9% | -144.4% | -14.6% |
| YTD | +18.7% | +236.0% | -217.3% | +0.2% |
| 1Y | +19.4% | +217.4% | -198.0% | +1.4% |
| 3Y | +94.5% | +188.7% | -94.2% | +58.5% |
| 5Y | +111.2% | -23.5% | +134.7% | +88.2% |
| All | +186.6% | -81.2% | +267.7% | +162.0% |
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