+884.7%
RCAT vs ABCL
-81.3%
+966.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | -1.4% | +0.7% | -2.1% | -1.6% |
| 30D | -3.3% | +93.1% | -96.4% | -19.5% |
| 3M | -43.2% | +79.4% | -122.7% | -51.9% |
| 6M | -43.2% | +214.9% | -258.1% | -58.1% |
| YTD | +5.5% | +234.2% | -228.7% | -23.3% |
| 1Y | -1.6% | +174.8% | -176.4% | -25.3% |
| 3Y | +773.7% | +104.5% | +669.2% | +538.7% |
| 5Y | +187.6% | -39.0% | +226.6% | +140.5% |
| All | +884.7% | -81.3% | +966.0% | +763.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling