+52.8%
RMD vs ABCL
+104.5%
-51.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | -5.0% | +0.7% | -5.7% | -5.0% |
| 30D | +2.2% | +93.1% | -90.9% | -3.7% |
| 3M | +17.8% | +79.4% | -61.6% | +11.2% |
| 6M | -11.3% | +214.9% | -226.2% | -21.1% |
| YTD | -4.4% | +234.2% | -238.6% | -16.0% |
| 1Y | -15.7% | +174.8% | -190.5% | -25.2% |
| All | +52.8% | +104.5% | -51.6% | +30.6% |
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