+64.4%
BROS vs ABCL
+104.5%
-40.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.9% |
| 7D | -6.7% | +0.7% | -7.4% | -6.8% |
| 30D | -29.1% | +93.1% | -122.1% | -35.6% |
| 3M | -16.7% | +79.4% | -96.1% | -24.2% |
| 6M | -11.6% | +214.9% | -226.5% | -27.2% |
| YTD | -23.9% | +234.2% | -258.1% | -38.4% |
| 1Y | -34.8% | +174.8% | -209.5% | -46.5% |
| All | +64.4% | +104.5% | -40.1% | +19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling