+55.2%
RIG vs ABCL
-41.3%
+96.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.6% |
| 7D | +0.9% | +0.7% | +0.2% | +0.7% |
| 30D | +13.8% | +93.1% | -79.3% | +1.3% |
| 3M | -6.4% | +79.4% | -85.8% | -16.5% |
| 6M | -8.2% | +214.9% | -223.0% | -26.8% |
| YTD | +41.6% | +234.2% | -192.6% | +10.3% |
| 1Y | +88.7% | +174.8% | -86.0% | +51.0% |
| 3Y | -30.9% | +104.5% | -135.3% | -45.8% |
| All | +55.2% | -41.3% | +96.4% | +34.1% |
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