+177.2%
BP vs ABCL
-81.0%
+258.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +4.0% | +1.3% |
| 7D | +2.5% | +4.4% | -1.9% | +2.3% |
| 30D | -5.6% | -7.9% | +2.3% | -5.4% |
| 3M | +8.0% | +12.2% | -4.2% | +7.3% |
| 6M | +5.7% | +134.7% | -129.1% | +1.7% |
| YTD | +36.8% | +239.8% | -202.9% | +29.1% |
| 1Y | +30.7% | +192.7% | -162.0% | +24.1% |
| 3Y | +51.6% | +187.6% | -136.0% | +40.6% |
| 5Y | +112.2% | -22.6% | +134.8% | +103.0% |
| All | +177.2% | -81.0% | +258.1% | +193.7% |
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