-80.6%
ABCL vs RVTY
-9.5%
-71.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | +0.7% | +1.1% | -0.4% | -0.1% |
| 30D | +93.1% | +13.2% | +79.9% | +78.6% |
| 3M | +79.4% | +27.2% | +52.2% | +54.0% |
| 6M | +214.9% | +32.4% | +182.5% | +162.7% |
| YTD | +234.2% | +34.9% | +199.3% | +174.4% |
| 1Y | +174.8% | +52.4% | +122.4% | +109.6% |
| 3Y | +104.5% | +12.3% | +92.2% | +81.6% |
| 5Y | -39.0% | -30.8% | -8.2% | -30.6% |
| All | -80.6% | -9.5% | -71.1% | -81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling