+240.2%
RL vs ABCL
-18.8%
+259.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.2% | +0.6% | +5.1% |
| 7D | +0.2% | +12.4% | -12.2% | -1.5% |
| 30D | +7.3% | -0.4% | +7.7% | +7.0% |
| 3M | +1.0% | +80.4% | -79.3% | -9.6% |
| 6M | +11.8% | +138.5% | -126.8% | -6.2% |
| YTD | +13.6% | +265.5% | -251.9% | -12.3% |
| 1Y | +24.0% | +219.7% | -195.6% | -2.3% |
| 3Y | +256.6% | +209.4% | +47.2% | +161.1% |
| 5Y | +240.2% | -15.0% | +255.2% | +178.5% |
| All | +240.2% | -18.8% | +259.1% | +178.5% |
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 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