-6.4%
RGTI vs ABCL
+145.5%
-151.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.3% | +4.8% | +1.8% |
| 7D | -0.1% | -9.6% | +9.5% | +4.3% |
| 30D | -16.2% | +7.2% | -23.4% | -19.6% |
| 3M | -22.0% | +105.5% | -127.5% | -50.9% |
| 6M | -10.8% | +193.0% | -203.8% | -54.8% |
| YTD | -31.6% | +205.8% | -237.4% | -66.7% |
| 1Y | -6.4% | +144.4% | -150.8% | -38.5% |
| All | -6.4% | +145.5% | -151.9% | -38.5% |
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