+62.8%
BWA vs ABCL
+185.8%
-123.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | +4.3% | -3.3% | +7.5% | +4.6% |
| 30D | -13.0% | -7.1% | -5.9% | -12.5% |
| 3M | -24.8% | +4.7% | -29.6% | -25.7% |
| 6M | -23.5% | +140.9% | -164.4% | -32.6% |
| YTD | +13.8% | +236.0% | -222.1% | -4.7% |
| 1Y | +13.4% | +217.4% | -204.0% | -4.4% |
| 3Y | +62.8% | +188.7% | -125.9% | +29.2% |
| All | +62.8% | +185.8% | -123.1% | +29.2% |
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