-81.2%
ABCL vs BG
+124.2%
-205.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | -2.7% | +0.5% | -3.2% | -2.9% |
| 30D | +18.3% | +10.3% | +8.0% | +14.5% |
| 3M | +108.5% | -1.9% | +110.4% | +108.2% |
| 6M | +213.9% | +5.2% | +208.7% | +205.2% |
| YTD | +223.1% | +41.2% | +181.9% | +185.4% |
| 1Y | +160.6% | +50.5% | +110.1% | +124.6% |
| 3Y | +104.3% | +19.9% | +84.3% | +86.4% |
| 5Y | -40.0% | +86.7% | -126.7% | -57.0% |
| All | -81.2% | +124.2% | -205.4% | -88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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