+1.0%
BRKR vs ABCL
-82.9%
+83.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.3% | +3.7% | -0.8% |
| 7D | -9.8% | -9.6% | -0.3% | -8.4% |
| 30D | -6.1% | +7.2% | -13.2% | -7.4% |
| 3M | -2.4% | +105.5% | -107.9% | -14.4% |
| 6M | +46.7% | +193.0% | -146.3% | +21.0% |
| YTD | +14.0% | +205.8% | -191.9% | -7.1% |
| 1Y | +76.5% | +144.4% | -67.9% | +47.2% |
| 3Y | -11.7% | +93.3% | -105.1% | -28.6% |
| 5Y | -39.3% | -44.9% | +5.6% | -47.5% |
| All | +1.0% | -82.9% | +83.8% | -7.6% |
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