-33.3%
ROL vs ABCL
+213.9%
-247.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +3.4% | +2.3% | +1.1% | +3.6% |
| 30D | +20.8% | -0.7% | +21.4% | +20.9% |
| 3M | +3.7% | +33.4% | -29.7% | +4.8% |
| 6M | -27.7% | +137.8% | -165.4% | -26.3% |
| YTD | -34.9% | +264.3% | -299.3% | -35.6% |
| All | -33.3% | +213.9% | -247.1% | -33.7% |
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