+407.3%
RVMD vs ABCL
+164.4%
+242.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.8% |
| 7D | -0.7% | -2.7% | +2.0% | -0.2% |
| 30D | +0.3% | +18.3% | -18.0% | -3.5% |
| 3M | +38.9% | +108.5% | -69.6% | +15.7% |
| 6M | +108.1% | +213.9% | -105.8% | +55.2% |
| YTD | +160.7% | +223.1% | -62.4% | +95.1% |
| 1Y | +407.3% | +160.6% | +246.7% | +281.3% |
| All | +407.3% | +164.4% | +242.9% | +281.3% |
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