+1,616.9%
BE vs ABCL
+156.0%
+1,460.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.3% | -10.3% | -12.5% |
| 7D | -14.7% | -3.2% | -11.6% | -13.8% |
| 30D | -40.5% | -7.4% | -33.1% | -38.8% |
| 3M | -24.3% | +81.9% | -106.3% | -39.7% |
| 6M | -39.3% | +135.7% | -175.0% | -57.0% |
| YTD | +99.4% | +247.4% | -148.0% | +19.3% |
| 1Y | +26.6% | +162.3% | -135.7% | -16.0% |
| 3Y | +1,616.9% | +165.5% | +1,451.5% | +1,038.2% |
| All | +1,616.9% | +156.0% | +1,460.9% | +1,038.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling