+53.2%
BRO vs ABCL
-82.1%
+135.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -0.3% |
| 7D | -7.3% | -4.7% | -2.6% | -7.3% |
| 30D | -6.9% | +5.2% | -12.0% | -7.0% |
| 3M | +10.7% | +106.6% | -96.0% | +9.2% |
| 6M | -2.7% | +198.4% | -201.1% | -4.7% |
| YTD | -16.3% | +218.4% | -234.7% | -18.3% |
| 1Y | -29.1% | +136.2% | -165.3% | -30.5% |
| 3Y | -7.8% | +103.2% | -111.0% | -9.8% |
| 5Y | +18.7% | -42.7% | +61.4% | +16.5% |
| All | +53.2% | -82.1% | +135.4% | +47.2% |
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