+35.4%
BX vs ABCL
+185.8%
-150.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.5% |
| 7D | +0.6% | -3.3% | +3.9% | +1.0% |
| 30D | +14.2% | -7.1% | +21.4% | +14.8% |
| 3M | -18.7% | +4.7% | -23.5% | -20.3% |
| 6M | +2.5% | +140.9% | -138.4% | -13.7% |
| YTD | -18.8% | +236.0% | -254.8% | -36.1% |
| 1Y | -10.3% | +217.4% | -227.7% | -28.9% |
| 3Y | +35.4% | +188.7% | -153.3% | +3.5% |
| All | +35.4% | +185.8% | -150.4% | +3.5% |
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 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