+151.5%
BAC vs ABCL
-81.3%
+232.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | +1.1% | +0.7% | +0.4% | +1.0% |
| 30D | -0.4% | +93.1% | -93.5% | -5.6% |
| 3M | +16.9% | +79.4% | -62.5% | +10.9% |
| 6M | +26.6% | +214.9% | -188.3% | +14.5% |
| YTD | +15.8% | +234.2% | -218.4% | +3.6% |
| 1Y | +27.2% | +174.8% | -147.6% | +14.8% |
| 3Y | +132.4% | +104.5% | +27.9% | +106.8% |
| 5Y | +72.6% | -39.0% | +111.6% | +56.0% |
| All | +151.5% | -81.3% | +232.8% | +122.7% |
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