+15.2%
BB vs ABCL
-80.4%
+95.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.1% | +6.9% | +3.8% |
| 7D | +7.3% | -2.7% | +10.0% | +7.9% |
| 30D | +11.2% | -5.4% | +16.7% | +12.7% |
| 3M | +4.7% | +22.4% | -17.8% | -0.5% |
| 6M | +51.1% | +127.6% | -76.5% | +22.4% |
| YTD | +148.0% | +249.4% | -101.4% | +79.7% |
| 1Y | +106.1% | +198.0% | -91.9% | +54.3% |
| 3Y | +158.2% | +195.8% | -37.6% | +78.1% |
| 5Y | -10.8% | -20.6% | +9.8% | -28.0% |
| All | +15.2% | -80.4% | +95.6% | -7.1% |
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 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