+43.3%
BR vs ABCL
-80.5%
+123.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.7% | -8.6% | -2.1% |
| 7D | +6.5% | -3.2% | +9.7% | +6.5% |
| 30D | +18.9% | -7.4% | +26.3% | +19.1% |
| 3M | +16.3% | +81.9% | -65.6% | +12.5% |
| 6M | +26.2% | +135.7% | -109.5% | +20.1% |
| YTD | -13.1% | +247.4% | -260.5% | -19.2% |
| 1Y | -10.5% | +162.3% | -172.7% | -15.6% |
| 3Y | +13.3% | +165.5% | -152.1% | +3.8% |
| 5Y | +19.9% | -21.3% | +41.2% | +13.1% |
| All | +43.3% | -80.5% | +123.9% | +42.2% |
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