+234.1%
ABT vs RL
+337.1%
-102.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.3% | +1.4% |
| 7D | -1.3% | +2.6% | -3.9% | -1.7% |
| 30D | +6.0% | +2.9% | +3.1% | +5.6% |
| 3M | -1.9% | 0.0% | -1.9% | -2.0% |
| 6M | +31.2% | +17.1% | +14.1% | +27.8% |
| YTD | -11.2% | +10.1% | -21.4% | -13.0% |
| 1Y | -14.0% | +17.3% | -31.3% | -16.5% |
| 3Y | +20.7% | +249.3% | -228.7% | -3.8% |
| 5Y | -6.7% | +240.9% | -247.6% | -26.8% |
| All | +234.1% | +337.1% | -102.9% | +141.9% |
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