-17.4%
RMBS vs ABCL
+138.2%
-155.6%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.8% | -6.8% | -6.2% |
| 7D | -8.9% | -10.0% | +1.0% | -6.9% |
| 30D | -24.8% | -10.9% | -14.0% | -23.2% |
| 3M | -17.6% | +101.6% | -119.2% | -32.1% |
| 6M | -25.7% | +167.5% | -193.2% | -46.8% |
| YTD | -9.8% | +259.1% | -268.8% | -43.0% |
| 1Y | -17.4% | +152.2% | -169.5% | -42.2% |
| All | -17.4% | +138.2% | -155.6% | -42.2% |
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 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