+169.4%
BP vs ABCL
-80.5%
+249.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.7% | -7.1% | -0.6% |
| 7D | -11.6% | -3.2% | -8.5% | -11.6% |
| 30D | 0.0% | -7.4% | +7.4% | +0.2% |
| 3M | +6.7% | +81.9% | -75.2% | +4.1% |
| 6M | +2.2% | +135.7% | -133.6% | -1.6% |
| YTD | +33.0% | +247.4% | -214.4% | +25.4% |
| 1Y | +30.7% | +162.3% | -131.5% | +24.7% |
| 3Y | +44.2% | +165.5% | -121.3% | +34.2% |
| 5Y | +105.1% | -21.3% | +126.4% | +96.1% |
| All | +169.4% | -80.5% | +249.9% | +185.3% |
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