-17.2%
ABCL vs RVTY
-8.9%
-8.3%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.4% |
| 7D | +2.3% | -2.7% | +5.0% | +4.5% |
| 30D | -0.7% | +3.2% | -3.9% | -2.1% |
| 3M | +33.4% | +37.2% | -3.8% | +8.3% |
| 6M | +137.8% | +57.7% | +80.1% | +75.8% |
| YTD | +264.3% | +64.8% | +199.5% | +159.6% |
| 1Y | +209.2% | +72.8% | +136.3% | +113.1% |
| 3Y | +208.4% | +89.8% | +118.6% | +95.5% |
| All | -17.2% | -8.9% | -8.3% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling