+0.4%
BX vs ABCL
-26.2%
+26.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.6% |
| 7D | +0.6% | -3.3% | +3.9% | +1.2% |
| 30D | +14.2% | -7.1% | +21.4% | +15.0% |
| 3M | -18.7% | +4.7% | -23.5% | -20.9% |
| 6M | +2.5% | +140.9% | -138.4% | -18.8% |
| YTD | -18.8% | +236.0% | -254.8% | -41.3% |
| 1Y | -10.3% | +217.4% | -227.7% | -34.5% |
| 3Y | +35.4% | +188.7% | -153.3% | -9.7% |
| All | +0.4% | -26.2% | +26.6% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling