-5.9%
ABT vs RIG
+43.0%
-48.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -7.6% | +13.2% | +5.5% |
| 7D | +12.5% | -18.8% | +31.3% | +12.4% |
| 30D | +16.1% | -1.1% | +17.2% | +15.6% |
| 3M | +10.2% | +4.4% | +5.8% | +9.6% |
| 6M | +33.7% | -20.8% | +54.5% | +34.6% |
| YTD | -5.5% | +32.0% | -37.5% | -6.6% |
| 1Y | -5.9% | +39.7% | -45.6% | -7.9% |
| All | -5.9% | +43.0% | -48.9% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 1y: compounded portfolio wealth divided by compounded RIG 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…
1y analysis · Full analysis span regression · 6 months rolling