+101.5%
BN vs ABCL
+210.0%
-108.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -8.7% |
| 6M | -9.7% | +137.8% | -147.4% | -22.7% |
| YTD | -7.1% | +264.3% | -271.5% | -26.9% |
| 1Y | -7.4% | +209.2% | -216.6% | -25.2% |
| All | +101.5% | +210.0% | -108.4% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling