+106.2%
BP vs ABCL
-8.0%
+114.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -6.3% | +2.3% | -8.6% | -6.4% |
| 30D | -3.6% | -0.7% | -2.9% | -3.7% |
| 3M | +5.2% | +33.4% | -28.2% | +3.7% |
| 6M | +5.3% | +137.8% | -132.5% | +1.0% |
| YTD | +33.1% | +264.3% | -231.2% | +24.3% |
| 1Y | +26.3% | +209.2% | -182.9% | +18.8% |
| 3Y | +47.5% | +208.4% | -160.9% | +34.7% |
| 5Y | +106.2% | -11.9% | +118.0% | +93.5% |
| All | +106.2% | -8.0% | +114.1% | +93.5% |
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