-25.2%
BA vs ABCL
-79.5%
+54.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.2% | -5.8% | -1.2% |
| 7D | -1.7% | +12.4% | -14.1% | -3.2% |
| 30D | -9.5% | -0.4% | -9.1% | -9.8% |
| 3M | -26.5% | +80.4% | -106.8% | -33.0% |
| 6M | -27.4% | +138.5% | -165.9% | -37.1% |
| YTD | -20.6% | +265.5% | -286.1% | -35.7% |
| 1Y | -11.4% | +219.7% | -231.1% | -27.2% |
| 3Y | -10.8% | +209.4% | -220.2% | -30.6% |
| 5Y | -21.9% | -15.0% | -6.9% | -32.2% |
| All | -25.2% | -79.5% | +54.3% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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