+91.1%
BWA vs ABCL
-39.9%
+131.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +4.3% | +1.4% | +2.9% | +4.1% |
| 30D | -2.9% | +65.1% | -68.0% | -9.0% |
| 3M | -12.4% | +111.1% | -123.5% | -21.0% |
| 6M | +28.6% | +231.6% | -203.0% | +9.1% |
| YTD | +48.2% | +234.5% | -186.3% | +24.5% |
| 1Y | +50.9% | +174.3% | -123.4% | +28.3% |
| 3Y | +72.2% | +111.5% | -39.3% | +43.6% |
| 5Y | +91.1% | -37.3% | +128.3% | +64.5% |
| All | +91.1% | -39.9% | +131.0% | +64.5% |
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