+362.9%
RCAT vs ABCL
-81.0%
+443.9%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.8% | -5.5% | -7.5% |
| 7D | +15.6% | +4.4% | +11.2% | +14.6% |
| 30D | -24.1% | -7.9% | -16.3% | -22.1% |
| 3M | -61.9% | +12.2% | -74.1% | -63.1% |
| 6M | -64.3% | +134.7% | -199.1% | -71.7% |
| YTD | -50.4% | +239.8% | -290.1% | -64.1% |
| 1Y | -54.0% | +192.7% | -246.7% | -65.6% |
| 3Y | +347.2% | +187.6% | +159.5% | +210.9% |
| 5Y | +45.7% | -22.6% | +68.4% | +17.0% |
| All | +362.9% | -81.0% | +443.9% | +303.5% |
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