-16.6%
BX vs ABCL
+186.8%
-203.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.0% |
| 7D | -4.4% | +0.7% | -5.1% | -4.5% |
| 30D | +0.1% | +93.1% | -93.0% | -8.0% |
| 3M | +16.0% | +79.4% | -63.4% | +6.9% |
| 6M | +21.6% | +214.9% | -193.3% | +3.2% |
| YTD | -8.9% | +234.2% | -243.1% | -23.6% |
| 1Y | -16.6% | +174.8% | -191.4% | -28.6% |
| All | -16.6% | +186.8% | -203.4% | -28.6% |
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