+127.8%
BWA vs ABCL
-81.3%
+209.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +2.9% |
| 7D | +5.7% | +0.7% | +5.0% | +5.6% |
| 30D | +1.4% | +93.1% | -91.7% | -5.5% |
| 3M | -12.1% | +79.4% | -91.5% | -18.0% |
| 6M | +28.6% | +214.9% | -186.3% | +12.8% |
| YTD | +51.1% | +234.2% | -183.1% | +30.8% |
| 1Y | +55.9% | +174.8% | -118.9% | +36.3% |
| 3Y | +70.1% | +104.5% | -34.3% | +46.5% |
| 5Y | +90.7% | -39.0% | +129.7% | +70.5% |
| All | +127.8% | -81.3% | +209.0% | +115.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling