+206.7%
RY vs ABCL
-81.3%
+287.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | +3.1% | +0.7% | +2.4% | +3.1% |
| 30D | -0.3% | +93.1% | -93.4% | -4.1% |
| 3M | +8.7% | +79.4% | -70.8% | +4.6% |
| 6M | +28.5% | +214.9% | -186.3% | +19.6% |
| YTD | +25.1% | +234.2% | -209.1% | +15.6% |
| 1Y | +46.3% | +174.8% | -128.5% | +36.0% |
| 3Y | +154.9% | +104.5% | +50.5% | +134.9% |
| 5Y | +140.3% | -39.0% | +179.3% | +126.4% |
| All | +206.7% | -81.3% | +287.9% | +193.8% |
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 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