+157.5%
RY vs ABCL
+156.0%
+1.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -7.9% |
| 6M | +12.1% | +135.7% | -123.6% | +5.4% |
| YTD | +20.3% | +247.4% | -227.1% | +9.8% |
| 1Y | +41.0% | +162.3% | -121.2% | +30.8% |
| 3Y | +157.5% | +165.5% | -7.9% | +134.8% |
| All | +157.5% | +156.0% | +1.5% | +134.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling