+13.6%
ROL vs ABCL
-21.8%
+35.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.7% | -8.8% | -2.2% |
| 7D | +9.5% | -3.2% | +12.7% | +9.5% |
| 30D | +22.9% | -7.4% | +30.3% | +23.0% |
| 3M | +3.5% | +81.9% | -78.4% | +1.9% |
| 6M | -29.4% | +135.7% | -165.1% | -31.4% |
| YTD | -36.1% | +247.4% | -283.4% | -39.0% |
| 1Y | -34.4% | +162.3% | -196.6% | -36.8% |
| 3Y | +4.0% | +165.5% | -161.5% | -1.9% |
| All | +13.6% | -21.8% | +35.4% | +12.1% |
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