-35.9%
RBLX vs ABCL
-64.4%
+28.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | +0.1% |
| 7D | +8.0% | -2.7% | +10.8% | +8.6% |
| 30D | +20.2% | +18.3% | +1.9% | +15.1% |
| 3M | +3.5% | +108.5% | -105.0% | -15.0% |
| 6M | -28.9% | +213.9% | -242.9% | -48.4% |
| YTD | -45.1% | +223.1% | -268.2% | -61.0% |
| 1Y | -66.2% | +160.6% | -226.8% | -75.2% |
| 3Y | +53.5% | +104.3% | -50.8% | +9.6% |
| 5Y | -48.4% | -40.0% | -8.4% | -52.7% |
| All | -35.9% | -64.4% | +28.4% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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