-67.5%
BBWI vs ABCL
-26.2%
-41.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.7% |
| 7D | +0.1% | -3.3% | +3.4% | +0.7% |
| 30D | +12.9% | -7.1% | +20.0% | +13.5% |
| 3M | +16.0% | +4.7% | +11.3% | +12.8% |
| 6M | +16.6% | +140.9% | -124.3% | -7.1% |
| YTD | +9.7% | +236.0% | -226.2% | -19.8% |
| 1Y | +1.5% | +217.4% | -215.9% | -25.0% |
| 3Y | -21.4% | +188.7% | -210.0% | -46.3% |
| All | -67.5% | -26.2% | -41.3% | -73.0% |
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