-2.8%
RGTI vs ABCL
-61.1%
+58.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.1% | -5.8% | -6.4% |
| 7D | -18.1% | -3.3% | -14.8% | -16.6% |
| 30D | -17.6% | -7.1% | -10.5% | -14.1% |
| 3M | -48.3% | +4.7% | -53.1% | -49.9% |
| 6M | -47.8% | +140.9% | -188.6% | -67.9% |
| YTD | -56.6% | +236.0% | -292.5% | -77.3% |
| 1Y | -61.8% | +217.4% | -279.2% | -79.3% |
| 3Y | +807.5% | +188.7% | +618.9% | +369.9% |
| 5Y | -8.8% | -23.5% | +14.7% | -41.0% |
| All | -2.8% | -61.1% | +58.2% | -37.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling