-9.4%
ABT vs RIG
+64.1%
-73.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.3% |
| 7D | -4.7% | -8.2% | +3.5% | -4.6% |
| 30D | -3.1% | -0.2% | -2.9% | -3.1% |
| 3M | +16.1% | -2.7% | +18.9% | +16.2% |
| 6M | -5.3% | -7.5% | +2.1% | -5.2% |
| YTD | -14.4% | +38.3% | -52.7% | -15.1% |
| 1Y | -18.4% | +81.8% | -100.3% | -19.6% |
| 3Y | +11.2% | -30.2% | +41.4% | +11.4% |
| 5Y | -9.4% | +59.9% | -69.3% | -11.6% |
| All | -9.4% | +64.1% | -73.5% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling