+19.6%
RSG vs ABCL
+138.2%
-118.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +1.1% |
| 7D | +5.1% | -10.0% | +15.1% | +4.8% |
| 30D | +15.3% | -10.9% | +26.2% | +15.1% |
| 3M | +18.6% | +101.6% | -83.1% | +21.9% |
| 6M | +19.5% | +167.5% | -148.0% | +25.0% |
| YTD | +17.2% | +259.1% | -241.9% | +22.7% |
| 1Y | +19.6% | +152.2% | -132.6% | +25.9% |
| All | +19.6% | +138.2% | -118.7% | +25.9% |
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