+357.7%
RMBS vs ABCL
-79.5%
+437.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.2% | +3.1% | +7.3% |
| 7D | -3.9% | +12.4% | -16.3% | -5.8% |
| 30D | -24.9% | -0.4% | -24.5% | -24.7% |
| 3M | -20.5% | +80.4% | -100.8% | -30.4% |
| 6M | -37.5% | +138.5% | -176.1% | -49.2% |
| YTD | -12.1% | +265.5% | -277.6% | -35.0% |
| 1Y | -25.0% | +219.7% | -244.7% | -43.1% |
| 3Y | +36.1% | +209.4% | -173.3% | -2.8% |
| 5Y | +236.1% | -15.0% | +251.2% | +169.5% |
| All | +357.7% | -79.5% | +437.2% | +304.7% |
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