+339.9%
RL vs ABCL
-79.6%
+419.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +1.3% | +2.3% | -1.0% | +1.1% |
| 30D | +7.6% | -0.7% | +8.3% | +7.4% |
| 3M | -1.5% | +33.4% | -34.9% | -5.8% |
| 6M | +12.1% | +137.8% | -125.7% | -2.0% |
| YTD | +13.9% | +264.3% | -250.4% | -6.4% |
| 1Y | +20.7% | +209.2% | -188.5% | +1.0% |
| 3Y | +260.6% | +208.4% | +52.1% | +186.3% |
| 5Y | +248.9% | -11.9% | +260.7% | +195.4% |
| All | +339.9% | -79.6% | +419.4% | +287.6% |
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