+209.7%
ABT vs RL
+297.6%
-87.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.1% | +0.2% |
| 7D | -4.7% | -0.3% | -4.5% | -4.7% |
| 30D | -3.1% | -17.5% | +14.4% | -0.4% |
| 3M | +16.1% | -14.0% | +30.1% | +18.5% |
| 6M | -5.3% | -2.0% | -3.4% | -5.5% |
| YTD | -14.4% | -4.6% | -9.9% | -14.4% |
| 1Y | -18.4% | +9.5% | -27.9% | -20.0% |
| 3Y | +11.2% | +200.5% | -189.3% | -9.3% |
| 5Y | -9.4% | +226.3% | -235.6% | -28.6% |
| 10Y | +209.7% | +304.8% | -95.0% | +126.0% |
| All | +209.7% | +297.6% | -87.9% | +126.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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