-54.1%
Z vs ABCL
-30.0%
-24.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -9.4% | -1.3% | -8.8% |
| 7D | -2.3% | -14.9% | +12.6% | +0.7% |
| 30D | +9.4% | -15.4% | +24.7% | +12.1% |
| 3M | -16.1% | +88.0% | -104.1% | -30.2% |
| 6M | -30.4% | +138.8% | -169.3% | -47.1% |
| YTD | -55.6% | +225.4% | -281.0% | -69.4% |
| 1Y | -58.5% | +137.3% | -195.8% | -69.2% |
| 3Y | -19.6% | +136.8% | -156.4% | -46.5% |
| 5Y | -54.1% | -26.2% | -27.9% | -59.4% |
| All | -54.1% | -30.0% | -24.1% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling