+924.6%
BE vs ABCL
-81.3%
+1,005.9%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.2% | +8.6% | +7.8% |
| 7D | +20.0% | +0.7% | +19.3% | +19.7% |
| 30D | +7.9% | +93.1% | -85.2% | -18.1% |
| 3M | -13.2% | +79.4% | -92.6% | -32.9% |
| 6M | +53.5% | +214.9% | -161.4% | -5.9% |
| YTD | +191.0% | +234.2% | -43.2% | +71.2% |
| 1Y | +360.5% | +174.8% | +185.8% | +191.9% |
| 3Y | +1,568.0% | +104.5% | +1,463.5% | +974.2% |
| 5Y | +1,055.2% | -39.0% | +1,094.2% | +901.5% |
| All | +924.6% | -81.3% | +1,005.9% | +950.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling