+116.7%
BHP vs ABCL
-41.3%
+158.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | -2.9% | +0.7% | -3.6% | -3.0% |
| 30D | +3.4% | +93.1% | -89.7% | -4.1% |
| 3M | +4.1% | +79.4% | -75.4% | -3.1% |
| 6M | +20.6% | +214.9% | -194.3% | +5.7% |
| YTD | +56.1% | +234.2% | -178.2% | +35.1% |
| 1Y | +69.6% | +174.8% | -105.2% | +48.6% |
| 3Y | +78.8% | +104.5% | -25.7% | +55.0% |
| All | +116.7% | -41.3% | +158.0% | +93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling