+30.1%
BR vs ABCL
-81.3%
+111.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.3% |
| 7D | -5.3% | +0.7% | -6.0% | -5.3% |
| 30D | +6.4% | +93.1% | -86.6% | +3.0% |
| 3M | +13.6% | +79.4% | -65.8% | +10.0% |
| 6M | -6.7% | +214.9% | -221.6% | -12.3% |
| YTD | -21.1% | +234.2% | -255.3% | -26.3% |
| 1Y | -29.6% | +174.8% | -204.3% | -33.9% |
| 3Y | -2.4% | +104.5% | -106.8% | -9.1% |
| 5Y | +11.2% | -39.0% | +50.3% | +5.4% |
| All | +30.1% | -81.3% | +111.4% | +29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling