+325.2%
RL vs ABCL
-81.2%
+406.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -1.0% |
| 7D | +2.6% | -3.3% | +5.9% | +3.0% |
| 30D | +2.9% | -7.1% | +10.1% | +3.5% |
| 3M | 0.0% | +4.7% | -4.7% | -1.5% |
| 6M | +17.1% | +140.9% | -123.8% | +2.2% |
| YTD | +10.1% | +236.0% | -225.8% | -8.6% |
| 1Y | +17.3% | +217.4% | -200.1% | -2.1% |
| 3Y | +249.3% | +188.7% | +60.6% | +179.5% |
| 5Y | +240.9% | -23.5% | +264.4% | +191.5% |
| All | +325.2% | -81.2% | +406.4% | +278.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling