+167.6%
RVMD vs ABCL
+198.4%
-30.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.0% |
| 7D | -10.4% | -3.3% | -7.1% | -9.6% |
| 30D | -11.0% | -7.1% | -3.9% | -9.6% |
| 3M | -14.7% | +4.7% | -19.4% | -16.1% |
| 6M | +14.9% | +140.9% | -126.0% | -11.0% |
| YTD | +116.3% | +236.0% | -119.7% | +53.1% |
| 1Y | +167.6% | +217.4% | -49.8% | +92.8% |
| All | +167.6% | +198.4% | -30.8% | +92.8% |
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