+38.3%
BN vs ABCL
-41.3%
+79.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | -2.5% | +0.7% | -3.2% | -2.6% |
| 30D | -9.5% | +93.1% | -102.6% | -19.2% |
| 3M | -10.4% | +79.4% | -89.8% | -19.9% |
| 6M | -6.4% | +214.9% | -221.2% | -24.5% |
| YTD | -11.9% | +234.2% | -246.1% | -30.5% |
| 1Y | -8.6% | +174.8% | -183.4% | -26.5% |
| 3Y | +77.6% | +104.5% | -26.9% | +40.1% |
| All | +38.3% | -41.3% | +79.5% | +16.5% |
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