+131.3%
BHP vs ABCL
-81.2%
+212.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +1.3% | +1.4% | -0.1% | +1.1% |
| 30D | +4.0% | +65.1% | -61.1% | -1.4% |
| 3M | +12.3% | +111.1% | -98.8% | +3.5% |
| 6M | +30.8% | +231.6% | -200.8% | +15.3% |
| YTD | +58.8% | +234.5% | -175.7% | +39.0% |
| 1Y | +76.8% | +174.3% | -97.5% | +56.6% |
| 3Y | +87.5% | +111.5% | -24.0% | +63.9% |
| 5Y | +123.9% | -37.3% | +161.2% | +106.3% |
| All | +131.3% | -81.2% | +212.5% | +129.3% |
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