+71.3%
RMD vs ABCL
+197.3%
-125.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.1% | +6.0% | +2.2% |
| 7D | -0.8% | -2.7% | +1.9% | -0.7% |
| 30D | +1.7% | -5.4% | +7.1% | +1.9% |
| 3M | +6.4% | +22.4% | -16.0% | +4.2% |
| 6M | +20.7% | +127.6% | -106.9% | +11.8% |
| YTD | -0.2% | +249.4% | -249.6% | -11.6% |
| 1Y | -4.5% | +198.0% | -202.5% | -14.4% |
| All | +71.3% | +197.3% | -125.9% | +47.3% |
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 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