+100.4%
BB vs ABCL
+213.9%
-113.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | +11.6% | +2.3% | +9.3% | +10.9% |
| 30D | +2.6% | -0.7% | +3.3% | +2.8% |
| 3M | +3.5% | +33.4% | -29.9% | -3.3% |
| 6M | +43.5% | +137.8% | -94.3% | +16.0% |
| YTD | +141.2% | +264.3% | -123.2% | +77.7% |
| All | +100.4% | +213.9% | -113.4% | +54.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling