-33.1%
ROL vs ABCL
+199.8%
-232.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.2% | -3.1% | +2.3% |
| 7D | +7.5% | +12.4% | -4.9% | +8.2% |
| 30D | +21.1% | -0.4% | +21.5% | +21.3% |
| 3M | +3.1% | +80.4% | -77.2% | +4.9% |
| 6M | -27.4% | +138.5% | -166.0% | -26.0% |
| YTD | -34.7% | +265.5% | -300.2% | -35.4% |
| All | -33.1% | +199.8% | -232.9% | -33.6% |
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 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