+82.3%
RIG vs ABCL
+171.1%
-88.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -2.7% | +1.4% | -4.1% | -2.9% |
| 30D | +9.5% | +65.1% | -55.6% | +2.4% |
| 3M | -6.6% | +111.1% | -117.7% | -15.5% |
| 6M | -2.9% | +231.6% | -234.5% | -19.2% |
| YTD | +39.5% | +234.5% | -195.0% | +12.3% |
| 1Y | +82.3% | +174.3% | -92.1% | +52.5% |
| All | +82.3% | +171.1% | -88.8% | +52.5% |
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