-25.1%
BA vs ABCL
-81.8%
+56.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -9.4% | +6.8% | -1.5% |
| 7D | -0.1% | -14.9% | +14.8% | +1.6% |
| 30D | -9.1% | -15.4% | +6.2% | -7.8% |
| 3M | -28.2% | +88.0% | -116.2% | -35.1% |
| 6M | -23.1% | +138.8% | -162.0% | -33.6% |
| YTD | -20.6% | +225.4% | -246.0% | -34.8% |
| 1Y | -12.7% | +137.3% | -150.0% | -25.5% |
| 3Y | -11.6% | +136.8% | -148.4% | -28.8% |
| 5Y | -23.1% | -26.2% | +3.1% | -32.2% |
| All | -25.1% | -81.8% | +56.6% | -29.4% |
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