+102.8%
BAC vs ABCL
-79.5%
+182.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.2% | -2.9% | +1.9% |
| 7D | +2.0% | +12.4% | -10.4% | +1.1% |
| 30D | -6.9% | -0.4% | -6.6% | -7.1% |
| 3M | -19.6% | +80.4% | -99.9% | -23.6% |
| 6M | -0.5% | +138.5% | -139.0% | -8.1% |
| YTD | -6.6% | +265.5% | -272.1% | -17.2% |
| 1Y | -3.0% | +219.7% | -222.6% | -13.2% |
| 3Y | +97.3% | +209.4% | -112.1% | +71.1% |
| 5Y | +21.9% | -15.0% | +36.9% | +9.4% |
| All | +102.8% | -79.5% | +182.4% | +77.9% |
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