+11.2%
RBRK vs ABCL
+152.1%
-140.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.1% | -6.7% | -3.5% |
| 7D | -7.5% | -4.7% | -2.8% | -6.5% |
| 30D | -10.4% | +5.2% | -15.6% | -11.8% |
| 3M | +21.3% | +106.6% | -85.4% | -0.2% |
| 6M | +50.6% | +198.4% | -147.7% | +11.3% |
| YTD | +13.3% | +218.4% | -205.1% | -19.2% |
| 1Y | +11.2% | +136.2% | -125.0% | -15.3% |
| All | +11.2% | +152.1% | -140.8% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling