+27.0%
BROS vs ABCL
+156.0%
-129.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.7% | -9.1% | -3.1% |
| 7D | -21.2% | -3.2% | -18.0% | -20.9% |
| 30D | -11.6% | -7.4% | -4.1% | -10.9% |
| 3M | -36.7% | +81.9% | -118.6% | -41.9% |
| 6M | -42.8% | +135.7% | -178.5% | -50.5% |
| YTD | -44.8% | +247.4% | -292.2% | -55.6% |
| 1Y | -36.5% | +162.3% | -198.8% | -47.2% |
| 3Y | +27.0% | +165.5% | -138.5% | -1.6% |
| All | +27.0% | +156.0% | -129.1% | -1.6% |
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 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