+151.1%
BB vs ABCL
+206.1%
-55.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -4.1% |
| 6M | +43.5% | +137.8% | -94.3% | +12.5% |
| YTD | +141.2% | +264.3% | -123.2% | +67.1% |
| 1Y | +97.4% | +209.2% | -111.8% | +42.2% |
| 3Y | +151.1% | +208.4% | -57.3% | +61.4% |
| All | +151.1% | +206.1% | -55.0% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling