-11.3%
ABT vs RGTI
+56.8%
-68.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.4% |
| 7D | -5.9% | +0.5% | -6.3% | -5.9% |
| 30D | -8.1% | -17.1% | +9.0% | -8.1% |
| 3M | +14.5% | -26.0% | +40.5% | +14.6% |
| 6M | -6.3% | -9.9% | +3.6% | -6.4% |
| YTD | -17.1% | -31.1% | +13.9% | -17.1% |
| 1Y | -21.4% | -8.5% | -12.9% | -21.7% |
| 3Y | +5.9% | +652.2% | -646.3% | +1.8% |
| All | -11.3% | +56.8% | -68.0% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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