+27.0%
BROS vs ABCL
-40.4%
+67.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.0% |
| 7D | -6.7% | +0.7% | -7.4% | -6.8% |
| 30D | -29.1% | +93.1% | -122.1% | -39.0% |
| 3M | -16.7% | +79.4% | -96.1% | -28.2% |
| 6M | -11.6% | +214.9% | -226.5% | -33.6% |
| YTD | -23.9% | +234.2% | -258.1% | -44.2% |
| 1Y | -34.8% | +174.8% | -209.5% | -51.1% |
| 3Y | +62.1% | +104.5% | -42.4% | +21.5% |
| All | +27.0% | -40.4% | +67.4% | +41.7% |
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