+119.6%
BHP vs ABCL
-26.2%
+145.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.1% | -1.2% |
| 7D | -0.5% | -3.3% | +2.8% | -0.2% |
| 30D | -4.5% | -7.1% | +2.6% | -4.1% |
| 3M | -6.9% | +4.7% | -11.6% | -7.9% |
| 6M | -10.6% | +140.9% | -151.4% | -20.0% |
| YTD | +37.2% | +236.0% | -198.8% | +17.7% |
| 1Y | +48.0% | +217.4% | -169.4% | +27.6% |
| 3Y | +52.6% | +188.7% | -136.1% | +27.6% |
| All | +119.6% | -26.2% | +145.8% | +102.1% |
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 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