+400.3%
RVMD vs ABCL
-81.3%
+481.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | +1.0% | +0.7% | +0.3% | +0.8% |
| 30D | +6.4% | +93.1% | -86.6% | -12.3% |
| 3M | +34.9% | +79.4% | -44.5% | +12.2% |
| 6M | +107.6% | +214.9% | -107.3% | +47.1% |
| YTD | +163.7% | +234.2% | -70.5% | +81.7% |
| 1Y | +439.2% | +174.8% | +264.4% | +281.9% |
| 3Y | +499.2% | +104.5% | +394.7% | +320.9% |
| 5Y | +621.7% | -39.0% | +660.7% | +512.6% |
| All | +400.3% | -81.3% | +481.5% | +325.6% |
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