+84.5%
BKR vs ABCL
+103.9%
-19.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | -0.2% |
| 7D | -1.5% | -2.7% | +1.2% | -1.3% |
| 30D | -0.7% | +18.3% | -19.0% | -2.2% |
| 3M | +0.5% | +108.5% | -108.0% | -6.1% |
| 6M | +6.6% | +213.9% | -207.3% | -4.2% |
| YTD | +41.3% | +223.1% | -181.8% | +25.7% |
| 1Y | +42.2% | +160.6% | -118.4% | +28.0% |
| All | +84.5% | +103.9% | -19.4% | +52.6% |
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 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