-37.7%
RBLX vs ABCL
-63.2%
+25.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.6% |
| 7D | +12.4% | +0.7% | +11.7% | +12.2% |
| 30D | +19.7% | +93.1% | -73.4% | +1.3% |
| 3M | -0.1% | +79.4% | -79.5% | -15.1% |
| 6M | -35.7% | +214.9% | -250.6% | -53.3% |
| YTD | -46.6% | +234.2% | -280.8% | -62.3% |
| 1Y | -66.6% | +174.8% | -241.4% | -75.8% |
| 3Y | +52.3% | +104.5% | -52.2% | +9.2% |
| 5Y | -47.7% | -39.0% | -8.7% | -52.3% |
| All | -37.7% | -63.2% | +25.5% | -41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling