+152.9%
RSG vs ABCL
-81.3%
+234.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.1% |
| 7D | +0.3% | +0.7% | -0.4% | +0.3% |
| 30D | +7.6% | +93.1% | -85.5% | +8.3% |
| 3M | +7.4% | +79.4% | -72.0% | +8.2% |
| 6M | -3.3% | +214.9% | -218.1% | -2.2% |
| YTD | +6.0% | +234.2% | -228.2% | +7.2% |
| 1Y | -3.7% | +174.8% | -178.4% | -2.6% |
| 3Y | +59.1% | +104.5% | -45.4% | +60.6% |
| 5Y | +89.0% | -39.0% | +128.0% | +88.3% |
| All | +152.9% | -81.3% | +234.1% | +156.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling