+373.2%
BE vs ABCL
+170.9%
+202.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.2% | +8.6% | +7.7% |
| 7D | +20.0% | +0.7% | +19.3% | +19.7% |
| 30D | +7.9% | +93.1% | -85.2% | -17.6% |
| 3M | -13.2% | +79.4% | -92.6% | -32.6% |
| 6M | +53.5% | +214.9% | -161.4% | -11.9% |
| YTD | +191.0% | +234.2% | -43.2% | +54.5% |
| All | +373.2% | +170.9% | +202.3% | +188.5% |
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