-78.8%
ABCL vs RVTY
+10.6%
-89.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.4% |
| 7D | +2.3% | -2.7% | +5.0% | +4.4% |
| 30D | -0.7% | +3.2% | -3.9% | -2.1% |
| 3M | +33.4% | +37.2% | -3.8% | +9.3% |
| 6M | +137.8% | +57.7% | +80.1% | +78.3% |
| YTD | +264.3% | +64.8% | +199.5% | +163.9% |
| 1Y | +209.2% | +72.8% | +136.3% | +117.0% |
| 3Y | +208.4% | +89.8% | +118.6% | +101.5% |
| 5Y | -11.9% | -8.4% | -3.4% | -13.8% |
| All | -78.8% | +10.6% | -89.5% | -82.0% |
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