-9.4%
ABT vs RKT
-9.6%
+0.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | 0.0% |
| 7D | -4.7% | -1.0% | -3.8% | -4.7% |
| 30D | -3.1% | -2.4% | -0.7% | -3.0% |
| 3M | +16.1% | +1.9% | +14.2% | +15.5% |
| 6M | -5.3% | -13.9% | +8.5% | -4.7% |
| YTD | -14.4% | -30.6% | +16.2% | -12.6% |
| 1Y | -18.4% | -34.4% | +16.0% | -16.4% |
| 3Y | +11.2% | +38.2% | -27.0% | -1.2% |
| 5Y | -9.4% | -9.7% | +0.3% | -18.8% |
| All | -9.4% | -9.6% | +0.2% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling