+147.6%
RBRK vs ABCL
+196.4%
-48.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | +3.7% | +1.4% | +2.2% | +3.4% |
| 30D | +1.7% | +65.1% | -63.3% | -9.3% |
| 3M | +27.7% | +111.1% | -83.3% | +7.2% |
| 6M | +60.3% | +231.6% | -171.3% | +21.3% |
| YTD | +19.8% | +234.5% | -214.7% | -10.3% |
| 1Y | -4.2% | +174.3% | -178.5% | -26.4% |
| All | +147.6% | +196.4% | -48.7% | +60.4% |
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