+128.6%
RIG vs ABCL
-81.2%
+209.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | -2.7% | +1.4% | -4.1% | -2.9% |
| 30D | +9.5% | +65.1% | -55.6% | +0.3% |
| 3M | -6.6% | +111.1% | -117.7% | -18.5% |
| 6M | -2.9% | +231.6% | -234.5% | -22.5% |
| YTD | +39.5% | +234.5% | -195.0% | +9.8% |
| 1Y | +82.3% | +174.3% | -92.1% | +47.3% |
| 3Y | -29.6% | +111.5% | -141.0% | -44.4% |
| 5Y | +63.2% | -37.3% | +100.5% | +47.5% |
| All | +128.6% | -81.2% | +209.8% | +158.6% |
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