-78.8%
ABCL vs BG
+80.5%
-159.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.2% |
| 7D | +2.3% | +5.0% | -2.7% | +0.8% |
| 30D | -0.7% | -3.2% | +2.5% | +0.2% |
| 3M | +33.4% | -11.2% | +44.6% | +37.3% |
| 6M | +137.8% | -19.4% | +157.2% | +151.2% |
| YTD | +264.3% | +13.6% | +250.7% | +242.4% |
| 1Y | +209.2% | +7.3% | +201.9% | +195.7% |
| 3Y | +208.4% | +3.8% | +204.6% | +192.7% |
| 5Y | -11.9% | +23.2% | -35.1% | -25.4% |
| All | -78.8% | +80.5% | -159.3% | -86.2% |
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