-4.6%
BA vs ABCL
+104.5%
-109.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | +1.2% | +0.7% | +0.5% | +1.1% |
| 30D | -11.6% | +93.1% | -104.7% | -19.5% |
| 3M | -2.4% | +79.4% | -81.8% | -10.9% |
| 6M | -6.6% | +214.9% | -221.5% | -21.5% |
| YTD | -2.2% | +234.2% | -236.5% | -19.2% |
| 1Y | -8.0% | +174.8% | -182.8% | -22.8% |
| All | -4.6% | +104.5% | -109.1% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling