+14.9%
BBY vs ABCL
-81.3%
+96.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.4% | +3.3% |
| 7D | +9.5% | +0.7% | +8.8% | +9.4% |
| 30D | +6.8% | +93.1% | -86.2% | -0.7% |
| 3M | +28.9% | +79.4% | -50.6% | +19.9% |
| 6M | +37.8% | +214.9% | -177.1% | +20.3% |
| YTD | +38.7% | +234.2% | -195.5% | +19.3% |
| 1Y | +23.7% | +174.8% | -151.1% | +8.0% |
| 3Y | +39.1% | +104.5% | -65.4% | +19.1% |
| 5Y | -0.4% | -39.0% | +38.6% | -13.2% |
| All | +14.9% | -81.3% | +96.2% | +1.4% |
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