+98.3%
BAC vs ABCL
-80.5%
+178.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.7% | -7.4% | -1.1% |
| 7D | -1.2% | -3.2% | +2.0% | -1.0% |
| 30D | -7.7% | -7.4% | -0.3% | -7.3% |
| 3M | -21.2% | +81.9% | -103.1% | -25.2% |
| 6M | -6.8% | +135.7% | -142.6% | -14.0% |
| YTD | -8.7% | +247.4% | -256.1% | -18.8% |
| 1Y | -5.3% | +162.3% | -167.5% | -14.1% |
| 3Y | +87.4% | +165.5% | -78.0% | +64.1% |
| 5Y | +18.9% | -21.3% | +40.2% | +7.1% |
| All | +98.3% | -80.5% | +178.8% | +74.6% |
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