+603.8%
RRC vs ABCL
-79.5%
+683.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.2% | -5.0% | -0.1% |
| 7D | -10.3% | +12.4% | -22.7% | -11.1% |
| 30D | +19.5% | -0.4% | +19.8% | +19.3% |
| 3M | +27.9% | +80.4% | -52.5% | +21.2% |
| 6M | +21.2% | +138.5% | -117.4% | +11.7% |
| YTD | +39.6% | +265.5% | -225.9% | +23.1% |
| 1Y | +31.3% | +219.7% | -188.4% | +17.0% |
| 3Y | +51.9% | +209.4% | -157.5% | +30.5% |
| 5Y | +110.2% | -15.0% | +125.2% | +96.1% |
| All | +603.8% | -79.5% | +683.3% | +673.4% |
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 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