+9.1%
BB vs ABCL
-81.2%
+90.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.2% |
| 7D | +1.8% | -3.3% | +5.1% | +2.6% |
| 30D | +8.1% | -7.1% | +15.3% | +10.0% |
| 3M | -1.0% | +4.7% | -5.7% | -2.5% |
| 6M | +45.9% | +140.9% | -95.0% | +16.9% |
| YTD | +134.8% | +236.0% | -101.1% | +71.7% |
| 1Y | +104.6% | +217.4% | -112.8% | +51.2% |
| 3Y | +152.8% | +188.7% | -35.9% | +75.5% |
| 5Y | -17.4% | -23.5% | +6.1% | -32.7% |
| All | +9.1% | -81.2% | +90.2% | -11.2% |
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