+15.0%
ROL vs ABCL
-8.0%
+22.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +3.4% | +2.3% | +1.1% | +3.4% |
| 30D | +20.8% | -0.7% | +21.4% | +20.7% |
| 3M | +3.7% | +33.4% | -29.7% | +3.0% |
| 6M | -27.7% | +137.8% | -165.4% | -29.6% |
| YTD | -34.9% | +264.3% | -299.3% | -38.0% |
| 1Y | -33.3% | +209.2% | -242.5% | -36.1% |
| 3Y | +4.3% | +208.4% | -204.1% | -2.5% |
| 5Y | +15.0% | -11.9% | +26.9% | +13.6% |
| All | +15.0% | -8.0% | +22.9% | +13.6% |
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 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