+3,952.2%
ABT vs RCL
+5,843.1%
-1,890.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | +0.2% |
| 7D | +0.3% | +5.0% | -4.6% | -0.2% |
| 30D | +11.6% | +19.4% | -7.7% | +9.3% |
| 3M | +3.1% | +5.9% | -2.8% | +2.2% |
| 6M | +32.8% | +23.8% | +9.0% | +29.0% |
| YTD | -9.6% | +22.8% | -32.4% | -12.7% |
| 1Y | -10.4% | +34.3% | -44.6% | -14.5% |
| 3Y | +25.8% | +276.4% | -250.6% | +4.1% |
| 5Y | -3.4% | +281.6% | -285.0% | -22.8% |
| 10Y | +232.9% | +379.0% | -146.2% | +135.1% |
| All | +3,952.2% | +5,843.1% | -1,890.9% | +1,641.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling