+151.6%
RSG vs ABCL
-81.2%
+232.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.7% | +1.4% | -2.2% | -0.7% |
| 30D | +3.3% | +65.1% | -61.8% | +3.9% |
| 3M | +8.5% | +111.1% | -102.6% | +9.4% |
| 6M | -3.5% | +231.6% | -235.1% | -2.4% |
| YTD | +5.5% | +234.5% | -229.0% | +6.7% |
| 1Y | -1.7% | +174.3% | -176.1% | -0.7% |
| 3Y | +56.9% | +111.5% | -54.6% | +58.4% |
| 5Y | +89.4% | -37.3% | +126.7% | +88.8% |
| All | +151.6% | -81.2% | +232.9% | +154.9% |
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 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