-61.2%
XYZ vs ABCL
-81.8%
+20.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.4% | +5.3% | -1.2% |
| 7D | +9.2% | -14.9% | +24.1% | +14.3% |
| 30D | +9.8% | -15.4% | +25.2% | +14.4% |
| 3M | -0.2% | +88.0% | -88.2% | -23.4% |
| 6M | +18.0% | +138.8% | -120.9% | -19.9% |
| YTD | +29.1% | +225.4% | -196.3% | -23.4% |
| 1Y | +14.1% | +137.3% | -123.2% | -24.5% |
| 3Y | +72.6% | +136.8% | -64.2% | +0.6% |
| 5Y | -64.6% | -26.2% | -38.4% | -70.5% |
| All | -61.2% | -81.8% | +20.6% | -60.0% |
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