-16.5%
ABT vs RIG
+97.6%
-114.2%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | -0.4% |
| 7D | -3.7% | +0.9% | -4.5% | -3.7% |
| 30D | +2.5% | +13.8% | -11.3% | +2.6% |
| 3M | +20.2% | -6.4% | +26.6% | +20.5% |
| 6M | -2.9% | -8.2% | +5.2% | -2.5% |
| YTD | -11.9% | +41.6% | -53.6% | -10.7% |
| 1Y | -16.5% | +88.7% | -105.3% | -14.0% |
| All | -16.5% | +97.6% | -114.2% | -14.0% |
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