+230.0%
RL vs ABCL
-30.0%
+260.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -9.4% | +2.0% | -6.0% |
| 7D | -4.7% | -14.9% | +10.2% | -2.6% |
| 30D | +3.6% | -15.4% | +18.9% | +5.7% |
| 3M | +0.5% | +88.0% | -87.5% | -10.8% |
| 6M | +6.6% | +138.8% | -132.2% | -10.7% |
| YTD | +8.8% | +225.4% | -216.6% | -14.5% |
| 1Y | +21.8% | +137.3% | -115.6% | +0.3% |
| 3Y | +245.8% | +136.8% | +109.0% | +164.8% |
| 5Y | +230.0% | -26.2% | +256.2% | +174.2% |
| All | +230.0% | -30.0% | +260.0% | +174.2% |
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 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