+105.6%
RIG vs ABCL
-79.6%
+185.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -12.2% | +2.3% | -14.5% | -12.5% |
| 30D | -6.0% | -0.7% | -5.3% | -6.2% |
| 3M | -9.4% | +33.4% | -42.8% | -14.4% |
| 6M | -19.1% | +137.8% | -156.8% | -31.7% |
| YTD | +25.4% | +264.3% | -238.9% | -3.2% |
| 1Y | +23.3% | +209.2% | -185.8% | -2.3% |
| 3Y | -22.1% | +208.4% | -230.5% | -42.3% |
| 5Y | +50.1% | -11.9% | +62.0% | +29.9% |
| All | +105.6% | -79.6% | +185.1% | +127.9% |
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