-24.7%
BA vs ABCL
-80.5%
+55.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.7% | -6.2% | -0.3% |
| 7D | +1.1% | -3.2% | +4.3% | +1.3% |
| 30D | -7.9% | -7.4% | -0.5% | -7.5% |
| 3M | -25.3% | +81.9% | -107.2% | -32.1% |
| 6M | -24.6% | +135.7% | -160.3% | -34.6% |
| YTD | -20.1% | +247.4% | -267.5% | -35.0% |
| 1Y | -11.8% | +162.3% | -174.0% | -25.6% |
| 3Y | -10.1% | +165.5% | -175.6% | -28.7% |
| 5Y | -22.7% | -21.3% | -1.5% | -32.4% |
| All | -24.7% | -80.5% | +55.8% | -29.6% |
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