-7.8%
BA vs ABCL
-81.3%
+73.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -19.7% |
| 3M | -2.4% | +79.4% | -81.8% | -11.1% |
| 6M | -6.6% | +214.9% | -221.5% | -21.6% |
| YTD | -2.2% | +234.2% | -236.5% | -19.3% |
| 1Y | -8.0% | +174.8% | -182.8% | -22.9% |
| 3Y | -5.0% | +104.5% | -109.5% | -21.6% |
| 5Y | -2.7% | -39.0% | +36.3% | -12.9% |
| All | -7.8% | -81.3% | +73.4% | -12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling