-68.0%
BBWI vs ABCL
-23.2%
-44.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.2% | -2.5% |
| 7D | -4.5% | +4.4% | -8.9% | -5.3% |
| 30D | +17.1% | -7.9% | +25.0% | +17.9% |
| 3M | +17.5% | +12.2% | +5.3% | +12.8% |
| 6M | +12.8% | +134.7% | -121.9% | -9.5% |
| YTD | +8.2% | +239.8% | -231.6% | -21.0% |
| 1Y | -1.8% | +192.7% | -194.5% | -26.2% |
| 3Y | -25.8% | +187.6% | -213.4% | -49.1% |
| 5Y | -68.0% | -22.6% | -45.4% | -74.1% |
| All | -68.0% | -23.2% | -44.8% | -74.1% |
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