+57.5%
RMD vs ABCL
+156.0%
-98.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.7% | -8.4% | -2.2% |
| 7D | +2.3% | -3.2% | +5.5% | +2.4% |
| 30D | +4.1% | -7.4% | +11.5% | +4.5% |
| 3M | +5.7% | +81.9% | -76.2% | +0.2% |
| 6M | +12.9% | +135.7% | -122.8% | +4.0% |
| YTD | -1.5% | +247.4% | -248.9% | -13.0% |
| 1Y | -4.8% | +162.3% | -167.0% | -13.9% |
| 3Y | +57.5% | +165.5% | -108.0% | +36.9% |
| All | +57.5% | +156.0% | -98.5% | +36.9% |
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