-80.6%
ABCL vs BUD
+24.7%
-105.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +0.7% | +0.3% | +0.4% | +0.6% |
| 30D | +93.1% | -5.7% | +98.7% | +96.1% |
| 3M | +79.4% | +3.1% | +76.3% | +76.4% |
| 6M | +214.9% | +7.9% | +207.0% | +204.1% |
| YTD | +234.2% | +27.3% | +206.9% | +204.2% |
| 1Y | +174.8% | +37.8% | +136.9% | +141.7% |
| 3Y | +104.5% | +49.8% | +54.6% | +71.1% |
| 5Y | -39.0% | +43.8% | -82.8% | -49.9% |
| All | -80.6% | +24.7% | -105.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling