+29.3%
RRX vs ABCL
+138.2%
-108.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.5% | -3.7% |
| 7D | +7.6% | -10.0% | +17.6% | +8.6% |
| 30D | +7.5% | -10.9% | +18.4% | +8.3% |
| 3M | -21.0% | +101.6% | -122.7% | -27.2% |
| 6M | -18.1% | +167.5% | -185.6% | -29.5% |
| YTD | +24.3% | +259.1% | -234.8% | +0.2% |
| 1Y | +29.3% | +152.2% | -122.9% | +9.2% |
| All | +29.3% | +138.2% | -108.9% | +9.2% |
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