+3,902.6%
ABT vs RIG
-40.2%
+3,942.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | -0.3% |
| 7D | -3.7% | +0.9% | -4.5% | -3.7% |
| 30D | +2.5% | +13.8% | -11.3% | +1.7% |
| 3M | +20.2% | -6.4% | +26.6% | +20.4% |
| 6M | -2.9% | -8.2% | +5.2% | -2.8% |
| YTD | -11.9% | +41.6% | -53.6% | -14.2% |
| 1Y | -16.5% | +88.7% | -105.3% | -20.4% |
| 3Y | +12.1% | -30.9% | +43.0% | +11.8% |
| 5Y | -7.4% | +57.7% | -65.1% | -15.3% |
| 10Y | +210.7% | -39.3% | +249.9% | +168.3% |
| All | +3,902.6% | -40.2% | +3,942.8% | +3,155.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling