-70.1%
RNG vs ABCL
-39.9%
-30.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.4% | -4.4% |
| 7D | -0.8% | +1.4% | -2.2% | -1.1% |
| 30D | +11.4% | +65.1% | -53.7% | -3.7% |
| 3M | +72.1% | +111.1% | -39.0% | +36.5% |
| 6M | +67.9% | +231.6% | -163.7% | +15.5% |
| YTD | +144.3% | +234.5% | -90.2% | +64.2% |
| 1Y | +117.5% | +174.3% | -56.8% | +50.5% |
| 3Y | +123.9% | +111.5% | +12.4% | +52.3% |
| 5Y | -70.1% | -37.3% | -32.8% | -73.0% |
| All | -70.1% | -39.9% | -30.2% | -73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling