-3.8%
RIVN vs ABCL
+118.2%
-122.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -0.4% |
| 7D | -3.7% | -2.7% | -1.0% | -3.3% |
| 30D | 0.0% | -5.4% | +5.4% | +0.4% |
| 3M | -17.2% | +22.4% | -39.7% | -22.5% |
| 6M | -3.8% | +127.6% | -131.5% | -26.2% |
| All | -3.8% | +118.2% | -122.0% | -26.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling