-22.5%
BB vs ABCL
-21.8%
-0.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.7% | -2.3% | +2.5% |
| 7D | +3.8% | -3.2% | +7.0% | +4.6% |
| 30D | -0.3% | -7.4% | +7.1% | +1.7% |
| 3M | -0.5% | +81.9% | -82.4% | -17.8% |
| 6M | +45.9% | +135.7% | -89.8% | +10.7% |
| YTD | +130.6% | +247.4% | -116.8% | +53.3% |
| 1Y | +89.2% | +162.3% | -73.1% | +35.4% |
| 3Y | +137.5% | +165.5% | -28.0% | +50.9% |
| All | -22.5% | -21.8% | -0.7% | -36.2% |
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