+194.8%
RY vs ABCL
-80.5%
+275.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.7% | -8.0% | -1.6% |
| 7D | -0.9% | -3.2% | +2.3% | -0.8% |
| 30D | +5.9% | -7.4% | +13.3% | +6.1% |
| 3M | -4.3% | +81.9% | -86.2% | -7.8% |
| 6M | +12.1% | +135.7% | -123.6% | +5.9% |
| YTD | +20.3% | +247.4% | -227.1% | +10.6% |
| 1Y | +41.0% | +162.3% | -121.2% | +31.5% |
| 3Y | +157.5% | +165.5% | -7.9% | +134.3% |
| 5Y | +123.2% | -21.3% | +144.5% | +109.1% |
| All | +194.8% | -80.5% | +275.3% | +181.2% |
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