-5.3%
ABT vs RGTI
-8.0%
+2.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | -0.4% |
| 7D | -4.7% | +2.5% | -7.2% | -4.6% |
| 30D | -3.1% | -13.7% | +10.5% | -3.8% |
| 3M | +16.1% | -22.6% | +38.7% | +16.0% |
| 6M | -5.3% | -13.4% | +8.1% | -6.5% |
| All | -5.3% | -8.0% | +2.7% | -6.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling