+256.6%
RCL vs ABCL
-81.3%
+337.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | -5.1% | +0.7% | -5.8% | -5.2% |
| 30D | -19.0% | +93.1% | -112.1% | -27.3% |
| 3M | -9.6% | +79.4% | -89.0% | -18.7% |
| 6M | -6.7% | +214.9% | -221.6% | -23.4% |
| YTD | -3.9% | +234.2% | -238.1% | -22.4% |
| 1Y | -25.1% | +174.8% | -199.8% | -38.6% |
| 3Y | +179.1% | +104.5% | +74.6% | +125.2% |
| 5Y | +243.3% | -39.0% | +282.3% | +201.2% |
| All | +256.6% | -81.3% | +337.9% | +223.4% |
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