+87.9%
BBY vs ABCL
+206.1%
-118.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.7% | -2.0% |
| 7D | +10.9% | +2.3% | +8.6% | +10.6% |
| 30D | +19.6% | -0.7% | +20.3% | +19.4% |
| 3M | +27.6% | +33.4% | -5.8% | +22.7% |
| 6M | +79.4% | +137.8% | -58.3% | +58.1% |
| YTD | +61.7% | +264.3% | -202.6% | +32.4% |
| 1Y | +40.3% | +209.2% | -168.9% | +17.5% |
| 3Y | +87.9% | +208.4% | -120.5% | +43.0% |
| All | +87.9% | +206.1% | -118.3% | +43.0% |
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 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