+108.3%
BHP vs ABCL
-79.5%
+187.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.2% | -1.5% | +3.2% |
| 7D | +3.5% | +12.4% | -8.9% | +2.3% |
| 30D | -4.5% | -0.4% | -4.1% | -4.7% |
| 3M | -6.4% | +80.4% | -86.7% | -12.3% |
| 6M | -0.1% | +138.5% | -138.6% | -9.5% |
| YTD | +43.0% | +265.5% | -222.5% | +23.8% |
| 1Y | +56.5% | +219.7% | -163.2% | +36.8% |
| 3Y | +62.0% | +209.4% | -147.4% | +37.3% |
| 5Y | +130.4% | -15.0% | +145.4% | +107.8% |
| All | +108.3% | -79.5% | +187.8% | +104.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling