-21.3%
RIG vs ABCL
+196.9%
-218.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.2% | -6.6% | -2.1% |
| 7D | -17.0% | +12.4% | -29.4% | -18.5% |
| 30D | -6.2% | -0.4% | -5.8% | -6.4% |
| 3M | -1.7% | +80.4% | -82.1% | -11.4% |
| 6M | -19.2% | +138.5% | -157.8% | -31.3% |
| YTD | +25.2% | +265.5% | -240.3% | -3.4% |
| 1Y | +29.9% | +219.7% | -189.8% | +2.6% |
| 3Y | -21.3% | +209.4% | -230.7% | -41.3% |
| All | -21.3% | +196.9% | -218.2% | -41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling