-37.3%
ABCL vs BG
+84.8%
-122.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | -1.2% |
| 7D | +1.4% | +2.4% | -0.9% | +0.7% |
| 30D | +65.1% | +15.0% | +50.0% | +58.7% |
| 3M | +111.1% | -0.7% | +111.7% | +110.0% |
| 6M | +231.6% | +7.5% | +224.1% | +221.0% |
| YTD | +234.5% | +41.6% | +192.9% | +198.5% |
| 1Y | +174.3% | +50.7% | +123.7% | +139.5% |
| 3Y | +111.5% | +20.3% | +91.2% | +93.9% |
| 5Y | -37.3% | +85.2% | -122.5% | -49.5% |
| All | -37.3% | +84.8% | -122.0% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling