-30.4%
BBWI vs ABCL
-81.3%
+50.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.1% | +3.0% |
| 7D | +1.5% | +0.7% | +0.8% | +1.4% |
| 30D | -5.2% | +93.1% | -98.3% | -15.7% |
| 3M | +11.1% | +79.4% | -68.3% | -0.9% |
| 6M | -13.4% | +214.9% | -228.2% | -29.9% |
| YTD | +0.1% | +234.2% | -234.1% | -20.5% |
| 1Y | -36.1% | +174.8% | -210.9% | -48.3% |
| 3Y | -44.1% | +104.5% | -148.6% | -55.8% |
| 5Y | -66.2% | -39.0% | -27.2% | -71.8% |
| All | -30.4% | -81.3% | +50.9% | -38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling