+104.7%
BAC vs ABCL
-81.2%
+185.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | +3.2% | -3.3% | +6.5% | +3.5% |
| 30D | -0.7% | -7.1% | +6.4% | -0.4% |
| 3M | -20.0% | +4.7% | -24.7% | -20.7% |
| 6M | +3.4% | +140.9% | -137.5% | -4.7% |
| YTD | -5.7% | +236.0% | -241.7% | -16.0% |
| 1Y | -1.4% | +217.4% | -218.8% | -11.8% |
| 3Y | +97.9% | +188.7% | -90.8% | +72.4% |
| 5Y | +22.9% | -23.5% | +46.4% | +11.0% |
| All | +104.7% | -81.2% | +185.9% | +80.6% |
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