+395.3%
RCAT vs ABCL
-79.6%
+474.9%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.3% | -6.1% | -6.4% |
| 7D | -5.6% | +2.3% | -7.9% | -5.7% |
| 30D | -27.0% | -0.7% | -26.4% | -26.6% |
| 3M | -57.9% | +33.4% | -91.3% | -61.1% |
| 6M | -59.4% | +137.8% | -197.2% | -68.0% |
| YTD | -46.9% | +264.3% | -311.2% | -62.3% |
| 1Y | -54.0% | +209.2% | -263.2% | -66.1% |
| 3Y | +378.4% | +208.4% | +170.0% | +226.4% |
| 5Y | +61.9% | -11.9% | +73.8% | +26.3% |
| All | +395.3% | -79.6% | +474.9% | +323.7% |
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