-80.5%
ABCL vs RVTY
+7.4%
-87.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | 0.0% |
| 7D | -3.3% | -0.5% | -2.8% | -2.9% |
| 30D | -7.1% | +1.5% | -8.7% | -7.3% |
| 3M | +4.7% | +31.5% | -26.7% | -11.7% |
| 6M | +140.9% | +62.7% | +78.2% | +77.4% |
| YTD | +236.0% | +60.0% | +176.0% | +148.3% |
| 1Y | +217.4% | +65.7% | +151.7% | +129.0% |
| 3Y | +188.7% | +85.2% | +103.5% | +91.9% |
| 5Y | -23.5% | -14.9% | -8.6% | -22.3% |
| All | -80.5% | +7.4% | -87.9% | -83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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