-14.0%
ABT vs RIG
+34.1%
-48.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.1% | -3.0% | +1.2% |
| 7D | -1.3% | +5.7% | -7.0% | -1.2% |
| 30D | +6.0% | -0.7% | +6.8% | +5.6% |
| 3M | -1.9% | -3.1% | +1.3% | -2.2% |
| 6M | +31.2% | -16.3% | +47.5% | +31.9% |
| YTD | -11.2% | +34.1% | -45.4% | -12.9% |
| 1Y | -14.0% | +38.2% | -52.1% | -15.8% |
| All | -14.0% | +34.1% | -48.1% | -15.8% |
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