+221.7%
BKR vs ABCL
-81.3%
+303.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | +1.7% | +0.7% | +1.0% | +1.7% |
| 30D | +3.3% | +93.1% | -89.7% | -2.0% |
| 3M | -3.6% | +79.4% | -83.0% | -8.6% |
| 6M | +5.0% | +214.9% | -209.8% | -5.1% |
| YTD | +40.9% | +234.2% | -193.3% | +26.1% |
| 1Y | +39.2% | +174.8% | -135.5% | +25.7% |
| 3Y | +83.7% | +104.5% | -20.7% | +63.7% |
| 5Y | +207.5% | -39.0% | +246.5% | +192.1% |
| All | +221.7% | -81.3% | +303.0% | +236.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling