+51.2%
BWA vs ABCL
+164.4%
-113.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -1.3% |
| 7D | +0.1% | -2.7% | +2.9% | +0.3% |
| 30D | -5.6% | +18.3% | -23.9% | -6.6% |
| 3M | -10.7% | +108.5% | -119.2% | -15.6% |
| 6M | +23.2% | +213.9% | -190.7% | +13.0% |
| YTD | +46.0% | +223.1% | -177.1% | +33.4% |
| 1Y | +51.2% | +160.6% | -109.4% | +36.8% |
| All | +51.2% | +164.4% | -113.2% | +36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling