+203.6%
BKR vs ABCL
-39.4%
+243.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.1% |
| 3M | +0.5% | +108.5% | -108.0% | -5.8% |
| 6M | +6.6% | +213.9% | -207.3% | -3.6% |
| YTD | +41.3% | +223.1% | -181.8% | +26.7% |
| 1Y | +42.2% | +160.6% | -118.4% | +28.9% |
| 3Y | +83.4% | +104.3% | -20.8% | +62.9% |
| 5Y | +203.6% | -40.0% | +243.7% | +182.3% |
| All | +203.6% | -39.4% | +243.0% | +182.3% |
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