-53.1%
RCAT vs ABCL
+152.2%
-205.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | +6.7% | +11.9% | +15.4% |
| 7D | -12.7% | -3.2% | -9.6% | -11.1% |
| 30D | -34.3% | -7.4% | -26.9% | -31.8% |
| 3M | -53.4% | +81.9% | -135.3% | -66.9% |
| 6M | -62.0% | +135.7% | -197.7% | -77.1% |
| YTD | -49.1% | +247.4% | -296.4% | -76.7% |
| 1Y | -53.1% | +162.3% | -215.4% | -75.2% |
| All | -53.1% | +152.2% | -205.4% | -75.2% |
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