+188.2%
RSG vs ABCL
-81.2%
+269.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | +2.5% | -3.3% | +5.8% | +2.4% |
| 30D | +12.7% | -7.1% | +19.8% | +12.7% |
| 3M | +17.9% | +4.7% | +13.2% | +18.1% |
| 6M | +25.0% | +140.9% | -115.9% | +26.3% |
| YTD | +20.8% | +236.0% | -215.2% | +22.3% |
| 1Y | +24.3% | +217.4% | -193.1% | +25.8% |
| 3Y | +65.3% | +188.7% | -123.4% | +66.9% |
| 5Y | +99.1% | -23.5% | +122.6% | +99.2% |
| All | +188.2% | -81.2% | +269.3% | +192.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling