+685.6%
BE vs ABCL
-79.5%
+765.1%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +5.2% | +6.7% | +10.0% |
| 7D | -1.2% | +12.4% | -13.6% | -4.7% |
| 30D | -30.9% | -0.4% | -30.5% | -30.3% |
| 3M | -11.6% | +80.4% | -92.0% | -30.7% |
| 6M | -25.7% | +138.5% | -164.3% | -48.9% |
| YTD | +123.1% | +265.5% | -142.4% | +27.3% |
| 1Y | +43.4% | +219.7% | -176.3% | -12.9% |
| 3Y | +1,683.6% | +209.4% | +1,474.2% | +892.6% |
| 5Y | +465.4% | -15.0% | +480.4% | +357.5% |
| All | +685.6% | -79.5% | +765.1% | +680.9% |
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