+201.2%
ABT vs RIG
-40.1%
+241.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.8% | -1.8% |
| 7D | -5.0% | -4.2% | -0.8% | -4.8% |
| 30D | -5.8% | -0.7% | -5.1% | -5.8% |
| 3M | +16.7% | -4.0% | +20.7% | +16.8% |
| 6M | -5.2% | -6.3% | +1.1% | -5.2% |
| YTD | -16.0% | +39.7% | -55.7% | -17.5% |
| 1Y | -18.3% | +78.1% | -96.3% | -20.7% |
| 3Y | +9.2% | -29.5% | +38.7% | +9.0% |
| 5Y | -11.6% | +65.3% | -76.9% | -17.3% |
| All | +201.2% | -40.1% | +241.4% | +176.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling