-80.5%
ABCL vs BG
+84.5%
-165.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.6% |
| 7D | -3.3% | +2.6% | -5.9% | -4.0% |
| 30D | -7.1% | -6.7% | -0.4% | -5.3% |
| 3M | +4.7% | -9.3% | +14.0% | +7.1% |
| 6M | +140.9% | -18.3% | +159.2% | +153.4% |
| YTD | +236.0% | +16.2% | +219.8% | +213.6% |
| 1Y | +217.4% | +7.6% | +209.8% | +203.5% |
| 3Y | +188.7% | +6.6% | +182.1% | +171.7% |
| 5Y | -23.5% | +22.2% | -45.7% | -34.8% |
| All | -80.5% | +84.5% | -165.0% | -87.4% |
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