+45.3%
BR vs ABCL
-79.6%
+124.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +5.0% | +2.3% | +2.7% | +4.9% |
| 30D | +16.6% | -0.7% | +17.3% | +16.5% |
| 3M | +12.0% | +33.4% | -21.4% | +10.1% |
| 6M | +30.7% | +137.8% | -107.0% | +24.4% |
| YTD | -11.9% | +264.3% | -276.3% | -18.2% |
| 1Y | -11.6% | +209.2% | -220.7% | -17.2% |
| 3Y | +15.0% | +208.4% | -193.4% | +4.6% |
| 5Y | +18.1% | -11.9% | +30.0% | +11.2% |
| All | +45.3% | -79.6% | +124.8% | +43.8% |
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 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