-57.8%
RCAT vs ABCL
+138.2%
-196.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +0.8% | -11.1% | -10.7% |
| 7D | -18.5% | -10.0% | -8.6% | -14.8% |
| 30D | -37.0% | -10.9% | -26.1% | -34.0% |
| 3M | -54.9% | +101.6% | -156.5% | -70.0% |
| 6M | -63.6% | +167.5% | -231.2% | -79.9% |
| YTD | -49.6% | +259.1% | -308.6% | -77.7% |
| 1Y | -57.8% | +152.2% | -210.0% | -78.4% |
| All | -57.8% | +138.2% | -196.0% | -78.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling