-62.9%
BAX vs ABCL
-79.5%
+16.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.2% | -2.8% | +2.1% |
| 7D | +9.0% | +12.4% | -3.4% | +8.2% |
| 30D | +8.5% | -0.4% | +8.8% | +8.3% |
| 3M | -4.1% | +80.4% | -84.5% | -8.2% |
| 6M | +46.9% | +138.5% | -91.6% | +37.3% |
| YTD | +38.4% | +265.5% | -227.1% | +25.4% |
| 1Y | +47.0% | +219.7% | -172.7% | +34.1% |
| 3Y | -14.9% | +209.4% | -224.3% | -23.9% |
| 5Y | -62.5% | -15.0% | -47.5% | -65.9% |
| All | -62.9% | -79.5% | +16.6% | -67.6% |
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