-13.1%
BR vs ABCL
+138.2%
-151.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +3.0% |
| 7D | +7.0% | -10.0% | +16.9% | +6.9% |
| 30D | +19.0% | -10.9% | +29.9% | +19.1% |
| 3M | +13.1% | +101.6% | -88.6% | +12.6% |
| 6M | +24.6% | +167.5% | -142.9% | +25.3% |
| YTD | -13.6% | +259.1% | -272.7% | -10.5% |
| 1Y | -13.1% | +152.2% | -165.3% | -10.8% |
| All | -13.1% | +138.2% | -151.3% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling