-76.6%
Z vs ABCL
-80.5%
+3.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.7% | -9.2% | -3.7% |
| 7D | -4.6% | -3.2% | -1.4% | -4.2% |
| 30D | +8.3% | -7.4% | +15.7% | +8.9% |
| 3M | -11.6% | +81.9% | -93.5% | -24.6% |
| 6M | -33.6% | +135.7% | -169.4% | -48.0% |
| YTD | -56.7% | +247.4% | -304.1% | -69.5% |
| 1Y | -59.1% | +162.3% | -221.4% | -69.4% |
| 3Y | -20.4% | +165.5% | -185.8% | -46.1% |
| 5Y | -55.3% | -21.3% | -34.0% | -62.3% |
| All | -76.6% | -80.5% | +3.9% | -78.4% |
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