+55.3%
BE vs ABCL
+138.2%
-82.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.8% | -7.2% | -6.6% |
| 7D | -12.1% | -10.0% | -2.2% | -9.2% |
| 30D | -30.1% | -10.9% | -19.2% | -27.6% |
| 3M | -12.1% | +101.6% | -113.8% | -32.4% |
| 6M | -30.6% | +167.5% | -198.1% | -54.3% |
| YTD | +130.6% | +259.1% | -128.4% | +18.5% |
| 1Y | +55.3% | +152.2% | -96.9% | +9.3% |
| All | +55.3% | +138.2% | -82.9% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling