+105.6%
ABCL vs BG
+16.9%
+88.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | +0.7% | +2.8% | -2.1% | -0.1% |
| 30D | +93.1% | +12.0% | +81.0% | +87.4% |
| 3M | +79.4% | -7.7% | +87.1% | +82.2% |
| 6M | +214.9% | +4.5% | +210.4% | +206.5% |
| YTD | +234.2% | +35.7% | +198.5% | +202.1% |
| 1Y | +174.8% | +50.1% | +124.7% | +140.1% |
| All | +105.6% | +16.9% | +88.7% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling