-28.9%
BB vs ABCL
-41.3%
+12.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | -5.6% | +0.7% | -6.3% | -5.8% |
| 30D | -11.8% | +93.1% | -104.9% | -28.4% |
| 3M | -25.5% | +79.4% | -105.0% | -38.4% |
| 6M | +121.3% | +214.9% | -93.6% | +54.8% |
| YTD | +103.2% | +234.2% | -131.0% | +37.0% |
| 1Y | +102.6% | +174.8% | -72.1% | +41.0% |
| 3Y | +37.5% | +104.5% | -67.0% | -5.4% |
| All | -28.9% | -41.3% | +12.4% | -39.7% |
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