+57.9%
BRO vs ABCL
-81.2%
+139.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | -5.4% | +1.4% | -6.8% | -5.4% |
| 30D | -4.3% | +65.1% | -69.4% | -5.1% |
| 3M | +17.8% | +111.1% | -93.2% | +16.3% |
| 6M | -6.8% | +231.6% | -238.3% | -8.9% |
| YTD | -13.8% | +234.5% | -248.3% | -15.9% |
| 1Y | -27.8% | +174.3% | -202.1% | -29.4% |
| 3Y | -4.7% | +111.5% | -116.2% | -6.8% |
| 5Y | +20.6% | -37.3% | +57.9% | +18.3% |
| All | +57.9% | -81.2% | +139.1% | +51.6% |
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