+33.8%
BX vs ABCL
+156.0%
-122.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.7% | -7.0% | -1.2% |
| 7D | +1.8% | -3.2% | +5.0% | +2.0% |
| 30D | +7.9% | -7.4% | +15.3% | +8.5% |
| 3M | -9.6% | +81.9% | -91.5% | -19.0% |
| 6M | -2.3% | +135.7% | -138.0% | -17.4% |
| YTD | -19.3% | +247.4% | -266.6% | -36.8% |
| 1Y | -13.2% | +162.3% | -175.5% | -29.3% |
| 3Y | +33.8% | +165.5% | -131.7% | +2.4% |
| All | +33.8% | +156.0% | -122.2% | +2.4% |
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