+13.6%
ABT vs RKT
-12.8%
+26.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.7% |
| 7D | -5.0% | -7.2% | +2.3% | -4.5% |
| 30D | -5.8% | -7.9% | +2.1% | -5.4% |
| 3M | +16.7% | +5.2% | +11.6% | +16.1% |
| 6M | -5.2% | -14.9% | +9.7% | -4.7% |
| YTD | -16.0% | -31.9% | +15.9% | -14.6% |
| 1Y | -18.3% | -36.9% | +18.6% | -16.7% |
| 3Y | +9.2% | +35.7% | -26.5% | +2.9% |
| 5Y | -11.6% | -9.7% | -1.9% | -17.4% |
| All | +13.6% | -12.8% | +26.4% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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