+54.5%
RBLX vs ABCL
+105.4%
-50.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +10.2% | +1.4% | +8.8% | +10.0% |
| 30D | +18.6% | +65.1% | -46.5% | +11.1% |
| 3M | +6.0% | +111.1% | -105.1% | -4.2% |
| 6M | -29.5% | +231.6% | -261.0% | -40.7% |
| YTD | -44.7% | +234.5% | -279.2% | -54.0% |
| 1Y | -65.1% | +174.3% | -239.5% | -70.5% |
| 3Y | +54.5% | +111.5% | -57.0% | +25.3% |
| All | +54.5% | +105.4% | -50.9% | +25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling