+100.0%
BN vs ABCL
-79.6%
+179.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | +4.3% | +2.3% | +2.0% | +4.0% |
| 30D | +14.3% | -0.7% | +15.0% | +13.9% |
| 3M | -4.1% | +33.4% | -37.5% | -8.4% |
| 6M | -9.7% | +137.8% | -147.4% | -21.4% |
| YTD | -7.1% | +264.3% | -271.5% | -24.6% |
| 1Y | -7.4% | +209.2% | -216.6% | -23.2% |
| 3Y | +102.3% | +208.4% | -106.1% | +58.6% |
| 5Y | +35.9% | -11.9% | +47.8% | +15.3% |
| All | +100.0% | -79.6% | +179.6% | +76.0% |
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 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