+136.2%
BKNG vs ABCL
-81.3%
+217.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.9% |
| 7D | -6.0% | +0.7% | -6.7% | -6.0% |
| 30D | -6.6% | +93.1% | -99.7% | -10.9% |
| 3M | +15.7% | +79.4% | -63.7% | +10.6% |
| 6M | +14.1% | +214.9% | -200.7% | +4.6% |
| YTD | -9.3% | +234.2% | -243.5% | -17.6% |
| 1Y | -12.8% | +174.8% | -187.5% | -20.3% |
| 3Y | +58.4% | +104.5% | -46.0% | +43.0% |
| 5Y | +114.1% | -39.0% | +153.2% | +100.9% |
| All | +136.2% | -81.3% | +217.5% | +129.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling