+38.2%
BN vs ABCL
-16.0%
+54.2%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.2% |
| 7D | -2.4% | -2.7% | +0.3% | -2.1% |
| 30D | +13.5% | -5.4% | +18.9% | +13.8% |
| 3M | -5.9% | +22.4% | -28.4% | -10.1% |
| 6M | -8.9% | +127.6% | -136.5% | -23.5% |
| YTD | -7.9% | +249.4% | -257.3% | -29.4% |
| 1Y | -8.3% | +198.0% | -206.3% | -27.8% |
| 3Y | +100.8% | +195.8% | -95.0% | +45.6% |
| 5Y | +38.2% | -20.6% | +58.8% | +17.1% |
| All | +38.2% | -16.0% | +54.2% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling