+39.1%
BKNG vs ABCL
+103.9%
-64.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.4% | -0.4% | -3.7% |
| 7D | -13.1% | -2.7% | -10.4% | -13.0% |
| 30D | -18.5% | +18.3% | -36.8% | -19.3% |
| 3M | +5.8% | +108.5% | -102.7% | +1.4% |
| 6M | -2.1% | +213.9% | -216.0% | -8.4% |
| YTD | -18.6% | +223.1% | -241.7% | -24.2% |
| 1Y | -21.7% | +160.6% | -182.3% | -26.9% |
| All | +39.1% | +103.9% | -64.8% | +22.6% |
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