+24.8%
RSG vs ABCL
+189.1%
-164.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.2% | +1.3% |
| 7D | +1.4% | +4.4% | -3.0% | +1.7% |
| 30D | +15.0% | -7.9% | +22.9% | +14.9% |
| 3M | +18.5% | +12.2% | +6.2% | +19.2% |
| 6M | +25.8% | +134.7% | -109.0% | +31.2% |
| YTD | +20.8% | +239.8% | -219.0% | +26.5% |
| 1Y | +24.8% | +192.7% | -167.9% | +30.4% |
| All | +24.8% | +189.1% | -164.2% | +30.4% |
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