-23.8%
BBWI vs ABCL
+206.1%
-229.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -4.2% | +2.3% | -6.5% | -4.6% |
| 30D | +24.9% | -0.7% | +25.5% | +24.3% |
| 3M | +13.2% | +33.4% | -20.2% | +6.4% |
| 6M | +12.1% | +137.8% | -125.7% | -8.3% |
| YTD | +11.1% | +264.3% | -253.3% | -18.0% |
| 1Y | +0.7% | +209.2% | -208.5% | -23.3% |
| 3Y | -23.8% | +208.4% | -232.2% | -49.5% |
| All | -23.8% | +206.1% | -229.9% | -49.5% |
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