-68.1%
RGTI vs ABCL
+138.2%
-206.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.7% |
| 7D | -9.6% | -10.0% | +0.4% | -5.1% |
| 30D | -26.0% | -10.9% | -15.1% | -22.1% |
| 3M | -35.8% | +101.6% | -137.4% | -58.5% |
| 6M | -36.7% | +167.5% | -204.2% | -69.1% |
| YTD | -49.4% | +259.1% | -308.5% | -81.3% |
| 1Y | -68.1% | +152.2% | -220.3% | -84.8% |
| All | -68.1% | +138.2% | -206.4% | -84.8% |
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 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