+52.6%
RMBS vs ABCL
+109.3%
-56.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.6% |
| 7D | -0.3% | +0.7% | -1.1% | -0.5% |
| 30D | -12.2% | +93.1% | -105.2% | -27.2% |
| 3M | -49.5% | +79.4% | -129.0% | -57.9% |
| 6M | -7.1% | +214.9% | -222.0% | -34.4% |
| YTD | -7.0% | +234.2% | -241.2% | -36.2% |
| 1Y | +13.3% | +174.8% | -161.4% | -18.8% |
| All | +52.6% | +109.3% | -56.8% | -1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling