+53.3%
BHP vs ABCL
+201.0%
-147.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.1% | +5.3% | +1.7% |
| 7D | +2.4% | -2.7% | +5.1% | +2.6% |
| 30D | -5.4% | -5.4% | 0.0% | -5.0% |
| 3M | -6.9% | +22.4% | -29.3% | -9.8% |
| 6M | -4.3% | +127.6% | -132.0% | -16.8% |
| YTD | +41.6% | +249.4% | -207.8% | +11.4% |
| 1Y | +53.3% | +198.0% | -144.7% | +23.4% |
| All | +53.3% | +201.0% | -147.7% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling