-16.5%
RMBS vs ABCL
+197.3%
-213.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.1% | +9.8% | +6.8% |
| 7D | +3.0% | -2.7% | +5.7% | +4.0% |
| 30D | -15.5% | -5.4% | -10.1% | -14.3% |
| 3M | -11.5% | +22.4% | -33.9% | -16.2% |
| 6M | -36.5% | +127.6% | -164.2% | -53.0% |
| YTD | -7.1% | +249.4% | -256.5% | -44.3% |
| All | -16.5% | +197.3% | -213.7% | -45.0% |
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 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