-7.9%
RGTI vs ABCL
-26.2%
+18.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.1% | -5.8% | -6.3% |
| 7D | -18.1% | -3.3% | -14.8% | -16.4% |
| 30D | -17.6% | -7.1% | -10.5% | -13.8% |
| 3M | -48.3% | +4.7% | -53.1% | -50.2% |
| 6M | -47.8% | +140.9% | -188.6% | -70.4% |
| YTD | -56.6% | +236.0% | -292.5% | -79.7% |
| 1Y | -61.8% | +217.4% | -279.2% | -81.4% |
| 3Y | +807.5% | +188.7% | +618.9% | +311.9% |
| All | -7.9% | -26.2% | +18.3% | -40.0% |
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