+103.4%
BAC vs ABCL
-79.6%
+182.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +2.1% | +2.3% | -0.2% | +1.9% |
| 30D | -6.7% | -0.7% | -6.0% | -6.8% |
| 3M | -20.2% | +33.4% | -53.6% | -22.3% |
| 6M | -0.2% | +137.8% | -138.0% | -7.9% |
| YTD | -6.4% | +264.3% | -270.7% | -17.0% |
| 1Y | -3.1% | +209.2% | -212.3% | -13.1% |
| 3Y | +96.7% | +208.4% | -111.7% | +70.6% |
| 5Y | +21.3% | -11.9% | +33.2% | +9.0% |
| All | +103.4% | -79.6% | +182.9% | +78.4% |
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