+355.9%
RCL vs ABCL
-79.5%
+435.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.2% | -2.2% | +2.3% |
| 7D | +5.0% | +12.4% | -7.5% | +3.2% |
| 30D | +19.4% | -0.4% | +19.7% | +18.9% |
| 3M | +5.9% | +80.4% | -74.4% | -4.3% |
| 6M | +23.8% | +138.5% | -114.8% | +5.6% |
| YTD | +22.8% | +265.5% | -242.7% | -2.6% |
| 1Y | +34.3% | +219.7% | -185.4% | +8.3% |
| 3Y | +276.4% | +209.4% | +67.0% | +185.3% |
| 5Y | +281.6% | -15.0% | +296.6% | +227.7% |
| All | +355.9% | -79.5% | +435.4% | +305.7% |
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