+392.6%
RMBS vs ABCL
-81.2%
+473.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +3.0% | +1.4% | +1.5% | +2.7% |
| 30D | -14.4% | +65.1% | -79.5% | -23.7% |
| 3M | -42.8% | +111.1% | -153.9% | -52.0% |
| 6M | -1.4% | +231.6% | -233.0% | -24.8% |
| YTD | -5.4% | +234.5% | -239.9% | -28.7% |
| 1Y | +18.6% | +174.3% | -155.8% | -7.6% |
| 3Y | +57.3% | +111.5% | -54.2% | +18.7% |
| 5Y | +265.7% | -37.3% | +303.0% | +202.8% |
| All | +392.6% | -81.2% | +473.8% | +344.0% |
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