-79.8%
ABCL vs RVTY
+7.9%
-87.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.8% | +3.9% | +4.8% |
| 7D | -3.2% | -1.2% | -2.0% | -1.9% |
| 30D | -7.4% | +1.0% | -8.4% | -7.3% |
| 3M | +81.9% | +35.8% | +46.1% | +50.4% |
| 6M | +135.7% | +56.7% | +79.0% | +77.7% |
| YTD | +247.4% | +60.7% | +186.7% | +155.8% |
| 1Y | +162.3% | +73.7% | +88.6% | +83.3% |
| 3Y | +165.5% | +82.8% | +82.7% | +77.6% |
| 5Y | -21.3% | -7.0% | -14.3% | -23.0% |
| All | -79.8% | +7.9% | -87.7% | -82.5% |
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