+60.2%
RRC vs ABCL
+206.1%
-146.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +4.8% |
| 7D | -5.2% | +2.3% | -7.5% | -5.3% |
| 30D | +25.2% | -0.7% | +25.9% | +25.1% |
| 3M | +27.4% | +33.4% | -6.0% | +24.5% |
| 6M | +27.0% | +137.8% | -110.8% | +19.3% |
| YTD | +46.3% | +264.3% | -218.0% | +32.2% |
| 1Y | +37.1% | +209.2% | -172.1% | +25.5% |
| 3Y | +60.2% | +208.4% | -148.2% | +38.5% |
| All | +60.2% | +206.1% | -146.0% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling