-73.2%
Z vs ABCL
-79.9%
+6.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.8% | +8.6% | +9.3% |
| 7D | +10.2% | -10.0% | +20.1% | +12.0% |
| 30D | +23.7% | -10.9% | +34.6% | +25.2% |
| 3M | -6.6% | +101.6% | -108.2% | -22.2% |
| 6M | -23.0% | +167.5% | -190.5% | -41.4% |
| YTD | -50.3% | +259.1% | -309.4% | -65.2% |
| 1Y | -53.6% | +152.2% | -205.7% | -64.9% |
| 3Y | -10.1% | +161.3% | -171.3% | -38.8% |
| 5Y | -49.8% | -29.3% | -20.5% | -57.1% |
| All | -73.2% | -79.9% | +6.7% | -75.4% |
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