+0.2%
BBY vs ABCL
-8.0%
+8.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.7% | -2.0% |
| 7D | +10.9% | +2.3% | +8.6% | +10.5% |
| 30D | +19.6% | -0.7% | +20.3% | +19.3% |
| 3M | +27.6% | +33.4% | -5.8% | +21.6% |
| 6M | +79.4% | +137.8% | -58.3% | +54.4% |
| YTD | +61.7% | +264.3% | -202.6% | +28.3% |
| 1Y | +40.3% | +209.2% | -168.9% | +14.1% |
| 3Y | +87.9% | +208.4% | -120.5% | +42.4% |
| 5Y | +0.2% | -11.9% | +12.1% | -15.3% |
| All | +0.2% | -8.0% | +8.2% | -15.3% |
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 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