+44.7%
BP vs ABCL
+139.9%
-95.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -9.4% | +7.4% | -1.8% |
| 7D | -11.2% | -14.9% | +3.7% | -10.9% |
| 30D | -0.7% | -15.4% | +14.7% | -0.4% |
| 3M | +9.8% | +88.0% | -78.2% | +7.4% |
| 6M | -1.6% | +138.8% | -140.4% | -4.7% |
| YTD | +33.5% | +225.4% | -192.0% | +26.8% |
| 1Y | +31.7% | +137.3% | -105.6% | +27.0% |
| All | +44.7% | +139.9% | -95.1% | +35.2% |
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