+491.3%
BE vs ABCL
-23.2%
+514.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.8% | -0.8% | -2.5% |
| 7D | +20.5% | +4.4% | +16.1% | +18.4% |
| 30D | -23.4% | -7.9% | -15.5% | -20.4% |
| 3M | -14.9% | +12.2% | -27.1% | -19.6% |
| 6M | -28.1% | +134.7% | -162.8% | -53.0% |
| YTD | +132.4% | +239.8% | -107.4% | +24.6% |
| 1Y | +59.4% | +192.7% | -133.3% | -7.5% |
| 3Y | +1,815.8% | +187.6% | +1,628.2% | +885.0% |
| 5Y | +491.3% | -22.6% | +513.9% | +394.0% |
| All | +491.3% | -23.2% | +514.5% | +394.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling