+366.2%
RMBS vs ABCL
-81.2%
+447.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -3.0% |
| 7D | +10.3% | -3.3% | +13.6% | +11.0% |
| 30D | -10.7% | -7.1% | -3.6% | -9.3% |
| 3M | -17.2% | +4.7% | -22.0% | -18.4% |
| 6M | -39.0% | +140.9% | -179.9% | -50.6% |
| YTD | -10.5% | +236.0% | -246.5% | -32.7% |
| 1Y | -11.0% | +217.4% | -228.4% | -32.4% |
| 3Y | +31.3% | +188.7% | -157.4% | -4.9% |
| 5Y | +242.8% | -23.5% | +266.3% | +179.8% |
| All | +366.2% | -81.2% | +447.3% | +318.8% |
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