+198.6%
RY vs ABCL
-81.8%
+280.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.4% | +6.5% | -2.4% |
| 7D | -1.1% | -14.9% | +13.8% | -0.3% |
| 30D | +4.4% | -15.4% | +19.8% | +5.2% |
| 3M | -2.9% | +88.0% | -91.0% | -6.7% |
| 6M | +15.6% | +138.8% | -123.3% | +9.0% |
| YTD | +21.8% | +225.4% | -203.6% | +12.5% |
| 1Y | +42.6% | +137.3% | -94.7% | +33.7% |
| 3Y | +160.9% | +136.8% | +24.1% | +138.7% |
| 5Y | +126.1% | -26.2% | +152.3% | +112.5% |
| All | +198.6% | -81.8% | +280.3% | +185.8% |
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 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