+123.7%
BKR vs ABCL
-26.2%
+149.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.3% |
| 7D | +3.8% | -3.3% | +7.1% | +4.0% |
| 30D | -10.3% | -7.1% | -3.2% | -10.0% |
| 3M | -21.7% | +4.7% | -26.4% | -22.4% |
| 6M | -23.8% | +140.9% | -164.7% | -29.9% |
| YTD | +10.3% | +236.0% | -225.7% | -2.0% |
| 1Y | +5.7% | +217.4% | -211.7% | -5.7% |
| 3Y | +52.6% | +188.7% | -136.1% | +31.7% |
| All | +123.7% | -26.2% | +149.9% | +110.1% |
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