-15.4%
BB vs ABCL
-23.2%
+7.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.2% | -2.2% |
| 7D | +9.0% | +4.4% | +4.6% | +7.6% |
| 30D | +7.7% | -7.9% | +15.5% | +10.1% |
| 3M | +4.0% | +12.2% | -8.2% | 0.0% |
| 6M | +46.6% | +134.7% | -88.1% | +11.6% |
| YTD | +140.6% | +239.8% | -99.1% | +61.1% |
| 1Y | +103.1% | +192.7% | -89.6% | +41.4% |
| 3Y | +150.5% | +187.6% | -37.1% | +55.1% |
| 5Y | -15.4% | -22.6% | +7.2% | -30.7% |
| All | -15.4% | -23.2% | +7.8% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling