+93.3%
BN vs ABCL
-81.2%
+174.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.5% |
| 7D | -1.0% | -3.3% | +2.3% | -0.6% |
| 30D | +14.0% | -7.1% | +21.1% | +14.4% |
| 3M | -9.0% | +4.7% | -13.8% | -10.5% |
| 6M | -8.8% | +140.9% | -149.7% | -21.0% |
| YTD | -10.3% | +236.0% | -246.2% | -26.4% |
| 1Y | -5.8% | +217.4% | -223.2% | -22.3% |
| 3Y | +94.8% | +188.7% | -93.9% | +53.8% |
| 5Y | +31.5% | -23.5% | +55.0% | +12.7% |
| All | +93.3% | -81.2% | +174.5% | +71.7% |
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