+0.7%
BRKR vs ABCL
-82.1%
+82.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.4% | -0.9% |
| 7D | -8.7% | -4.7% | -3.9% | -8.0% |
| 30D | -9.9% | +5.2% | -15.0% | -10.9% |
| 3M | -3.1% | +106.6% | -109.7% | -15.1% |
| 6M | +45.5% | +198.4% | -152.9% | +19.6% |
| YTD | +13.7% | +218.4% | -204.7% | -7.9% |
| 1Y | +67.4% | +136.2% | -68.8% | +40.2% |
| 3Y | -13.2% | +103.2% | -116.4% | -30.3% |
| 5Y | -39.5% | -42.7% | +3.2% | -48.0% |
| All | +0.7% | -82.1% | +82.9% | -8.4% |
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 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