+106.3%
BHP vs ABCL
-80.4%
+186.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.1% | +5.3% | +1.5% |
| 7D | +2.4% | -2.7% | +5.1% | +2.6% |
| 30D | -5.4% | -5.4% | 0.0% | -5.1% |
| 3M | -6.9% | +22.4% | -29.3% | -9.1% |
| 6M | -4.3% | +127.6% | -132.0% | -13.0% |
| YTD | +41.6% | +249.4% | -207.8% | +23.1% |
| 1Y | +53.3% | +198.0% | -144.7% | +34.8% |
| 3Y | +58.4% | +195.8% | -137.4% | +34.7% |
| 5Y | +121.3% | -20.6% | +141.9% | +100.7% |
| All | +106.3% | -80.4% | +186.7% | +103.0% |
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 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