+69.8%
BKNG vs ABCL
-26.2%
+96.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | -0.7% | -3.3% | +2.6% | -0.5% |
| 30D | -0.7% | -7.1% | +6.4% | -0.4% |
| 3M | -25.0% | +4.7% | -29.8% | -25.8% |
| 6M | +3.4% | +140.9% | -137.4% | -5.8% |
| YTD | -25.0% | +236.0% | -260.9% | -34.4% |
| 1Y | -20.7% | +217.4% | -238.1% | -30.3% |
| 3Y | +30.9% | +188.7% | -157.8% | +9.1% |
| All | +69.8% | -26.2% | +96.0% | +72.3% |
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 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