+646.8%
RRC vs ABCL
-81.2%
+727.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.8% |
| 7D | +6.4% | -3.3% | +9.7% | +6.6% |
| 30D | +23.9% | -7.1% | +31.0% | +24.2% |
| 3M | +30.2% | +4.7% | +25.4% | +28.8% |
| 6M | +26.3% | +140.9% | -114.6% | +16.2% |
| YTD | +48.1% | +236.0% | -187.9% | +31.4% |
| 1Y | +37.7% | +217.4% | -179.7% | +22.6% |
| 3Y | +60.3% | +188.7% | -128.4% | +38.3% |
| 5Y | +135.3% | -23.5% | +158.8% | +121.1% |
| All | +646.8% | -81.2% | +727.9% | +725.2% |
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