-78.8%
ABCL vs RVTY
+11.8%
-90.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.6% | +1.6% | +2.8% |
| 7D | +12.4% | +6.0% | +6.4% | +8.6% |
| 30D | -0.4% | +4.3% | -4.6% | -2.4% |
| 3M | +80.4% | +40.2% | +40.1% | +46.0% |
| 6M | +138.5% | +59.3% | +79.3% | +77.6% |
| YTD | +265.5% | +66.5% | +199.0% | +162.9% |
| 1Y | +219.7% | +77.5% | +142.2% | +120.6% |
| 3Y | +209.4% | +92.5% | +116.9% | +100.3% |
| 5Y | -15.0% | -6.8% | -8.2% | -17.7% |
| All | -78.8% | +11.8% | -90.5% | -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