+56.8%
RGTI vs ABCL
-42.5%
+99.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | -1.3% |
| 7D | +0.5% | -4.7% | +5.2% | +2.7% |
| 30D | -17.1% | +5.2% | -22.3% | -20.1% |
| 3M | -26.0% | +106.6% | -132.6% | -53.0% |
| 6M | -9.9% | +198.4% | -208.2% | -52.8% |
| YTD | -31.1% | +218.4% | -249.5% | -65.4% |
| 1Y | -8.5% | +136.2% | -144.7% | -47.8% |
| 3Y | +652.2% | +103.2% | +549.0% | +314.5% |
| All | +56.8% | -42.5% | +99.2% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling