-22.4%
BBWI vs ABCL
-79.5%
+57.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.2% | -3.3% | +1.2% |
| 7D | -6.2% | +12.4% | -18.6% | -7.7% |
| 30D | +25.5% | -0.4% | +25.8% | +24.9% |
| 3M | +8.0% | +80.4% | -72.4% | -3.4% |
| 6M | +12.7% | +138.5% | -125.9% | -5.1% |
| YTD | +11.6% | +265.5% | -253.9% | -13.1% |
| 1Y | -0.9% | +219.7% | -220.6% | -21.4% |
| 3Y | -22.7% | +209.4% | -232.1% | -42.2% |
| 5Y | -67.2% | -15.0% | -52.1% | -73.2% |
| All | -22.4% | -79.5% | +57.2% | -32.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling