-12.4%
BX vs ABCL
+201.0%
-213.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | 0.0% |
| 7D | -2.8% | -2.7% | -0.1% | -2.6% |
| 30D | +7.3% | -5.4% | +12.7% | +7.6% |
| 3M | -16.3% | +22.4% | -38.7% | -19.5% |
| 6M | +2.5% | +127.6% | -125.1% | -12.3% |
| YTD | -17.6% | +249.4% | -267.0% | -36.2% |
| 1Y | -12.4% | +198.0% | -210.4% | -29.5% |
| All | -12.4% | +201.0% | -213.4% | -29.5% |
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 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