+25.2%
RCAT vs ABCL
-30.0%
+55.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -9.4% | -5.5% | -12.1% |
| 7D | -32.6% | -14.9% | -17.7% | -29.2% |
| 30D | -46.3% | -15.4% | -30.9% | -43.6% |
| 3M | -60.7% | +88.0% | -148.7% | -67.9% |
| 6M | -67.4% | +138.8% | -206.2% | -75.1% |
| YTD | -57.1% | +225.4% | -282.5% | -69.9% |
| 1Y | -63.8% | +137.3% | -201.1% | -72.8% |
| 3Y | +268.1% | +136.8% | +131.3% | +149.7% |
| 5Y | +25.2% | -26.2% | +51.4% | -13.8% |
| All | +25.2% | -30.0% | +55.2% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling