-20.9%
BAX vs ABCL
+156.0%
-177.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.7% | -6.2% | 0.0% |
| 7D | +12.1% | -3.2% | +15.3% | +12.3% |
| 30D | +7.6% | -7.4% | +15.0% | +8.1% |
| 3M | -4.5% | +81.9% | -86.4% | -10.3% |
| 6M | +52.0% | +135.7% | -83.7% | +38.0% |
| YTD | +35.1% | +247.4% | -212.2% | +17.5% |
| 1Y | +43.7% | +162.3% | -118.5% | +27.9% |
| 3Y | -20.9% | +165.5% | -186.4% | -31.3% |
| All | -20.9% | +156.0% | -177.0% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling