-9.9%
ABT vs RCL
+234.0%
-243.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.6% |
| 7D | -3.1% | -0.5% | -2.7% | -3.1% |
| 30D | -2.1% | -17.3% | +15.2% | -0.3% |
| 3M | +17.4% | -2.8% | +20.2% | +17.6% |
| 6M | -2.4% | -4.4% | +2.0% | -2.3% |
| YTD | -14.2% | -4.2% | -10.0% | -14.5% |
| 1Y | -18.3% | -23.4% | +5.0% | -17.0% |
| 3Y | +11.5% | +179.4% | -167.9% | -4.2% |
| 5Y | -9.9% | +238.8% | -248.6% | -29.5% |
| All | -9.9% | +234.0% | -243.9% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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