+651.3%
BE vs ABCL
-79.6%
+730.9%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.0% | -4.2% |
| 7D | -13.4% | +2.3% | -15.7% | -13.6% |
| 30D | -33.9% | -0.7% | -33.2% | -33.3% |
| 3M | -12.0% | +33.4% | -45.4% | -20.9% |
| 6M | -29.0% | +137.8% | -166.8% | -51.1% |
| YTD | +113.4% | +264.3% | -150.9% | +21.9% |
| 1Y | +33.2% | +209.2% | -176.0% | -18.1% |
| 3Y | +1,659.2% | +208.4% | +1,450.8% | +880.2% |
| 5Y | +461.4% | -11.9% | +473.2% | +351.0% |
| All | +651.3% | -79.6% | +730.9% | +647.8% |
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