+20.4%
RMD vs ABCL
-79.6%
+100.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +3.1% | +2.3% | +0.8% | +2.8% |
| 30D | +1.8% | -0.7% | +2.4% | +1.5% |
| 3M | +6.7% | +33.4% | -26.7% | +3.2% |
| 6M | +13.9% | +137.8% | -123.9% | +3.0% |
| YTD | -2.0% | +264.3% | -266.3% | -15.9% |
| 1Y | -5.4% | +209.2% | -214.6% | -17.6% |
| 3Y | +67.4% | +208.4% | -141.0% | +39.6% |
| 5Y | -5.7% | -11.9% | +6.1% | -14.7% |
| All | +20.4% | -79.6% | +100.0% | +11.3% |
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 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