+19.0%
BR vs ABCL
-21.8%
+40.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.3% |
| 6M | +26.2% | +135.7% | -109.5% | +18.2% |
| YTD | -13.1% | +247.4% | -260.5% | -21.1% |
| 1Y | -10.5% | +162.3% | -172.7% | -17.1% |
| 3Y | +13.3% | +165.5% | -152.1% | +0.9% |
| All | +19.0% | -21.8% | +40.8% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling