+199.2%
RY vs ABCL
-79.5%
+278.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.2% | -3.7% | +1.2% |
| 7D | -0.2% | +12.4% | -12.6% | -0.8% |
| 30D | +7.1% | -0.4% | +7.4% | +6.9% |
| 3M | -2.7% | +80.4% | -83.0% | -6.2% |
| 6M | +13.8% | +138.5% | -124.8% | +7.4% |
| YTD | +22.1% | +265.5% | -243.4% | +12.0% |
| 1Y | +43.1% | +219.7% | -176.6% | +32.1% |
| 3Y | +163.6% | +209.4% | -45.8% | +138.0% |
| 5Y | +126.2% | -15.0% | +141.3% | +111.3% |
| All | +199.2% | -79.5% | +278.7% | +184.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling