-60.9%
XYZ vs ABCL
-81.2%
+20.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +3.2% |
| 7D | -1.1% | -3.3% | +2.2% | 0.0% |
| 30D | +11.5% | -7.1% | +18.6% | +12.8% |
| 3M | +1.8% | +4.7% | -2.9% | -2.6% |
| 6M | +21.2% | +140.9% | -119.7% | -17.7% |
| YTD | +29.9% | +236.0% | -206.0% | -23.8% |
| 1Y | +35.8% | +217.4% | -181.6% | -19.0% |
| 3Y | +62.6% | +188.7% | -126.1% | -12.2% |
| 5Y | -62.8% | -23.5% | -39.3% | -69.4% |
| All | -60.9% | -81.2% | +20.2% | -60.1% |
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