-63.7%
BAX vs ABCL
-81.3%
+17.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | -1.1% | +0.7% | -1.9% | -1.2% |
| 30D | -5.5% | +93.1% | -98.5% | -9.8% |
| 3M | +33.5% | +79.4% | -45.9% | +27.7% |
| 6M | +35.9% | +214.9% | -179.0% | +25.0% |
| YTD | +35.4% | +234.2% | -198.9% | +23.7% |
| 1Y | +9.8% | +174.8% | -165.0% | +1.2% |
| 3Y | -32.7% | +104.5% | -137.2% | -38.8% |
| 5Y | -65.6% | -39.0% | -26.5% | -68.6% |
| All | -63.7% | -81.3% | +17.5% | -68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling