+23.6%
RCL vs ABCL
+120.4%
-96.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -9.4% | +6.2% | -2.8% |
| 7D | +3.9% | -14.9% | +18.8% | +4.6% |
| 30D | +11.8% | -15.4% | +27.1% | +12.4% |
| 3M | -0.8% | +88.0% | -88.9% | -4.9% |
| 6M | +23.6% | +138.8% | -115.2% | +10.1% |
| All | +23.6% | +120.4% | -96.8% | +10.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling