+30.3%
BN vs ABCL
-21.8%
+52.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.7% | -7.6% | -1.9% |
| 7D | +5.3% | -3.2% | +8.5% | +5.5% |
| 30D | +11.9% | -7.4% | +19.3% | +12.5% |
| 3M | -5.7% | +81.9% | -87.7% | -16.1% |
| 6M | -10.6% | +135.7% | -146.3% | -25.4% |
| YTD | -9.4% | +247.4% | -256.7% | -30.4% |
| 1Y | -8.8% | +162.3% | -171.0% | -26.6% |
| 3Y | +95.6% | +165.5% | -69.8% | +45.1% |
| All | +30.3% | -21.8% | +52.1% | +9.7% |
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 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