+33.0%
BBY vs ABCL
-81.0%
+114.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -1.4% |
| 7D | +4.0% | +4.4% | -0.4% | +3.6% |
| 30D | +17.6% | -7.9% | +25.4% | +18.1% |
| 3M | +25.9% | +12.2% | +13.7% | +23.5% |
| 6M | +85.1% | +134.7% | -49.6% | +66.2% |
| YTD | +60.6% | +239.8% | -179.2% | +37.2% |
| 1Y | +40.2% | +192.7% | -152.5% | +21.5% |
| 3Y | +86.6% | +187.6% | -101.0% | +55.0% |
| 5Y | -3.7% | -22.6% | +18.9% | -16.3% |
| All | +33.0% | -81.0% | +114.0% | +16.6% |
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