+19.0%
BR vs ABCL
-26.2%
+45.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.4% |
| 6M | +35.4% | +140.9% | -105.4% | +26.5% |
| YTD | -12.2% | +236.0% | -248.1% | -20.3% |
| 1Y | -12.7% | +217.4% | -230.2% | -20.5% |
| 3Y | +14.3% | +188.7% | -174.4% | +0.3% |
| All | +19.0% | -26.2% | +45.2% | +13.0% |
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