+41.5%
BBY vs ABCL
+105.4%
-63.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | +8.1% | +1.4% | +6.7% | +7.9% |
| 30D | +8.9% | +65.1% | -56.1% | +2.2% |
| 3M | +22.0% | +111.1% | -89.0% | +10.2% |
| 6M | +37.8% | +231.6% | -193.8% | +16.3% |
| YTD | +37.3% | +234.5% | -197.2% | +14.2% |
| 1Y | +21.6% | +174.3% | -152.8% | +3.3% |
| 3Y | +41.5% | +111.5% | -70.0% | +11.5% |
| All | +41.5% | +105.4% | -63.9% | +11.5% |
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