-80.3%
ABCL vs BUD
+30.1%
-110.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | +4.4% | -1.6% | +6.0% | +4.8% |
| 30D | -7.9% | +6.7% | -14.5% | -9.9% |
| 3M | +12.2% | +5.9% | +6.3% | +9.6% |
| 6M | +134.7% | +5.1% | +129.7% | +128.1% |
| YTD | +239.8% | +32.9% | +206.9% | +203.7% |
| 1Y | +192.7% | +31.8% | +160.9% | +161.8% |
| 3Y | +187.6% | +47.4% | +140.2% | +141.9% |
| 5Y | -22.6% | +50.8% | -73.4% | -37.3% |
| All | -80.3% | +30.1% | -110.4% | -83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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