-63.1%
BAX vs ABCL
-8.0%
-55.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.1% |
| 7D | +3.6% | +2.3% | +1.3% | +3.4% |
| 30D | +8.5% | -0.7% | +9.2% | +8.3% |
| 3M | -4.9% | +33.4% | -38.3% | -7.8% |
| 6M | +47.0% | +137.8% | -90.8% | +33.4% |
| YTD | +38.4% | +264.3% | -225.9% | +19.9% |
| 1Y | +49.1% | +209.2% | -160.0% | +30.9% |
| 3Y | -14.9% | +208.4% | -223.3% | -27.9% |
| 5Y | -63.1% | -11.9% | -51.2% | -67.0% |
| All | -63.1% | -8.0% | -55.1% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling