-11.3%
ABT vs RBLX
-48.0%
+36.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.7% | -1.4% |
| 7D | -5.9% | +5.1% | -10.9% | -6.1% |
| 30D | -8.1% | +28.0% | -36.1% | -9.3% |
| 3M | +14.5% | +4.6% | +9.9% | +13.6% |
| 6M | -6.3% | -24.7% | +18.4% | -5.6% |
| YTD | -17.1% | -43.8% | +26.7% | -15.5% |
| 1Y | -21.4% | -65.8% | +44.4% | -17.7% |
| 3Y | +5.9% | +59.4% | -53.4% | -1.6% |
| All | -11.3% | -48.0% | +36.7% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBLX.
Daily Out/Under-Performance
Portfolio return minus RBLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBLX 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 5y: compounded portfolio wealth divided by compounded RBLX 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…
5y analysis · Full analysis span regression · 6 months rolling