+16.6%
RMBS vs ABCL
+173.7%
-157.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +3.0% | +1.4% | +1.5% | +2.6% |
| 30D | -14.4% | +65.1% | -79.5% | -26.2% |
| 3M | -42.8% | +111.1% | -153.9% | -55.8% |
| 6M | -1.4% | +231.6% | -233.0% | -36.7% |
| YTD | -5.4% | +234.5% | -239.9% | -41.0% |
| All | +16.6% | +173.7% | -157.1% | -19.5% |
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