+39.3%
BE vs ABCL
+199.8%
-160.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +5.2% | +6.7% | +10.0% |
| 7D | -1.2% | +12.4% | -13.6% | -4.6% |
| 30D | -30.9% | -0.4% | -30.5% | -30.4% |
| 3M | -11.6% | +80.4% | -92.0% | -28.5% |
| 6M | -25.7% | +138.5% | -164.3% | -49.1% |
| YTD | +123.1% | +265.5% | -142.4% | +3.7% |
| All | +39.3% | +199.8% | -160.5% | -12.5% |
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