+51.7%
BHP vs ABCL
+156.0%
-104.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.7% | -5.1% | +0.9% |
| 7D | +0.9% | -3.2% | +4.1% | +1.1% |
| 30D | -6.3% | -7.4% | +1.2% | -5.7% |
| 3M | -7.1% | +81.9% | -89.1% | -14.2% |
| 6M | -3.2% | +135.7% | -138.9% | -14.1% |
| YTD | +37.9% | +247.4% | -209.5% | +16.3% |
| 1Y | +49.7% | +162.3% | -112.6% | +29.5% |
| 3Y | +51.7% | +165.5% | -113.8% | +27.1% |
| All | +51.7% | +156.0% | -104.3% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling