+26.9%
BR vs ABCL
-81.2%
+108.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | -5.9% | +1.4% | -7.4% | -6.0% |
| 30D | +1.9% | +65.1% | -63.2% | -0.7% |
| 3M | +14.7% | +111.1% | -96.4% | +10.1% |
| 6M | -12.8% | +231.6% | -244.4% | -18.2% |
| YTD | -23.0% | +234.5% | -257.5% | -28.1% |
| 1Y | -31.7% | +174.3% | -206.0% | -35.8% |
| 3Y | -4.8% | +111.5% | -116.2% | -11.5% |
| 5Y | +7.8% | -37.3% | +45.1% | +2.2% |
| All | +26.9% | -81.2% | +108.2% | +26.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling