+44.9%
BR vs ABCL
-81.2%
+126.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | +1.1% | -3.3% | +4.4% | +1.2% |
| 30D | +14.4% | -7.1% | +21.5% | +14.5% |
| 3M | +12.4% | +4.7% | +7.7% | +11.7% |
| 6M | +35.4% | +140.9% | -105.4% | +28.7% |
| YTD | -12.2% | +236.0% | -248.1% | -18.2% |
| 1Y | -12.7% | +217.4% | -230.2% | -18.6% |
| 3Y | +14.3% | +188.7% | -174.4% | +4.1% |
| 5Y | +19.3% | -23.5% | +42.8% | +12.6% |
| All | +44.9% | -81.2% | +126.0% | +43.9% |
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