+21.3%
RMD vs ABCL
-79.5%
+100.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.2% | -5.0% | -0.3% |
| 7D | +1.2% | +12.4% | -11.2% | 0.0% |
| 30D | +2.5% | -0.4% | +2.8% | +2.2% |
| 3M | +11.5% | +80.4% | -68.8% | +4.6% |
| 6M | +14.7% | +138.5% | -123.9% | +3.7% |
| YTD | -1.3% | +265.5% | -266.8% | -15.3% |
| 1Y | -5.3% | +219.7% | -225.0% | -17.7% |
| 3Y | +68.8% | +209.4% | -140.7% | +40.7% |
| 5Y | -5.9% | -15.0% | +9.2% | -14.7% |
| All | +21.3% | -79.5% | +100.8% | +12.0% |
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 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