+10.7%
RL vs ABCL
+186.8%
-176.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.2% |
| 7D | -0.8% | +0.7% | -1.5% | -0.9% |
| 30D | -7.8% | +93.1% | -100.8% | -15.3% |
| 3M | -4.0% | +79.4% | -83.4% | -11.9% |
| 6M | -1.9% | +214.9% | -216.8% | -16.9% |
| YTD | -0.2% | +234.2% | -234.4% | -16.8% |
| 1Y | +10.7% | +174.8% | -164.1% | -6.5% |
| All | +10.7% | +186.8% | -176.2% | -6.5% |
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