+199.2%
BKR vs ABCL
-82.1%
+281.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.7% | -0.9% |
| 7D | -7.0% | -4.7% | -2.3% | -6.7% |
| 30D | -8.1% | +5.2% | -13.3% | -8.6% |
| 3M | -6.6% | +106.6% | -113.3% | -12.4% |
| 6M | +0.9% | +198.4% | -197.5% | -8.5% |
| YTD | +31.1% | +218.4% | -187.3% | +17.7% |
| 1Y | +27.7% | +136.2% | -108.5% | +16.7% |
| 3Y | +71.2% | +103.2% | -32.0% | +52.6% |
| 5Y | +177.6% | -42.7% | +220.3% | +164.9% |
| All | +199.2% | -82.1% | +281.4% | +213.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling