+102.8%
BN vs ABCL
-79.5%
+182.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.2% | -1.4% | +3.2% |
| 7D | +3.6% | +12.4% | -8.8% | +2.1% |
| 30D | +15.9% | -0.4% | +16.2% | +15.4% |
| 3M | -2.3% | +80.4% | -82.7% | -10.7% |
| 6M | -8.4% | +138.5% | -147.0% | -20.4% |
| YTD | -5.9% | +265.5% | -271.4% | -23.6% |
| 1Y | -5.6% | +219.7% | -225.3% | -22.0% |
| 3Y | +104.2% | +209.4% | -105.2% | +60.0% |
| 5Y | +35.5% | -15.0% | +50.5% | +15.0% |
| All | +102.8% | -79.5% | +182.3% | +78.4% |
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