+141.7%
RNG vs ABCL
+186.8%
-45.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.7% | -3.8% |
| 7D | +5.8% | +0.7% | +5.1% | +5.7% |
| 30D | +19.6% | +93.1% | -73.5% | +13.3% |
| 3M | +67.0% | +79.4% | -12.4% | +59.0% |
| 6M | +88.4% | +214.9% | -126.5% | +68.7% |
| YTD | +155.5% | +234.2% | -78.7% | +126.2% |
| 1Y | +141.7% | +174.8% | -33.1% | +118.0% |
| All | +141.7% | +186.8% | -45.1% | +118.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling