+113.0%
BKNG vs ABCL
-82.9%
+195.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.3% | +5.9% | +0.8% |
| 7D | -10.7% | -9.6% | -1.1% | -10.1% |
| 30D | -18.1% | +7.2% | -25.3% | -18.6% |
| 3M | +8.5% | +105.5% | -97.0% | +2.8% |
| 6M | -0.1% | +193.0% | -193.1% | -8.0% |
| YTD | -18.2% | +205.8% | -224.1% | -25.2% |
| 1Y | -19.9% | +144.4% | -164.3% | -26.2% |
| 3Y | +41.6% | +93.3% | -51.7% | +28.2% |
| 5Y | +93.1% | -44.9% | +138.0% | +82.2% |
| All | +113.0% | -82.9% | +195.9% | +108.3% |
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