+210.7%
RMBS vs ABCL
-21.8%
+232.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +6.7% | +0.2% | +5.4% |
| 7D | -12.0% | -3.2% | -8.8% | -11.2% |
| 30D | -33.1% | -7.4% | -25.7% | -31.9% |
| 3M | -23.7% | +81.9% | -105.6% | -35.0% |
| 6M | -42.7% | +135.7% | -178.4% | -55.2% |
| YTD | -18.9% | +247.4% | -266.3% | -42.9% |
| 1Y | -30.0% | +162.3% | -192.3% | -47.7% |
| 3Y | +28.8% | +165.5% | -136.7% | -12.3% |
| All | +210.7% | -21.8% | +232.5% | +144.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling