+677.9%
BE vs ABCL
-81.2%
+759.1%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.8% | -4.5% |
| 7D | +10.8% | -3.3% | +14.1% | +12.1% |
| 30D | -19.8% | -7.1% | -12.7% | -17.3% |
| 3M | -18.7% | +4.7% | -23.5% | -20.7% |
| 6M | -33.7% | +140.9% | -174.6% | -54.6% |
| YTD | +121.0% | +236.0% | -115.0% | +29.7% |
| 1Y | +85.4% | +217.4% | -132.0% | +12.1% |
| 3Y | +1,709.5% | +188.7% | +1,520.8% | +930.3% |
| 5Y | +462.2% | -23.5% | +485.7% | +370.0% |
| All | +677.9% | -81.2% | +759.1% | +695.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling