+42.0%
RRC vs ABCL
+156.0%
-114.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.7% | -9.7% | -3.3% |
| 7D | -10.8% | -3.2% | -7.6% | -10.7% |
| 30D | +22.3% | -7.4% | +29.7% | +22.6% |
| 3M | +26.6% | +81.9% | -55.3% | +21.0% |
| 6M | +18.9% | +135.7% | -116.8% | +11.5% |
| YTD | +39.2% | +247.4% | -208.2% | +25.9% |
| 1Y | +34.0% | +162.3% | -128.3% | +23.8% |
| 3Y | +42.0% | +165.5% | -123.5% | +22.6% |
| All | +42.0% | +156.0% | -114.0% | +22.6% |
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