+104.6%
BB vs ABCL
+198.4%
-93.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.1% |
| 7D | +1.8% | -3.3% | +5.1% | +2.7% |
| 30D | +8.1% | -7.1% | +15.3% | +10.2% |
| 3M | -1.0% | +4.7% | -5.7% | -2.2% |
| 6M | +45.9% | +140.9% | -95.0% | +19.3% |
| YTD | +134.8% | +236.0% | -101.1% | +78.3% |
| 1Y | +104.6% | +217.4% | -112.8% | +57.4% |
| All | +104.6% | +198.4% | -93.8% | +57.4% |
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