-11.3%
ABT vs RL
+232.4%
-243.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | -5.9% | -3.4% | -2.4% | -5.4% |
| 30D | -8.1% | -14.4% | +6.4% | -6.1% |
| 3M | +14.5% | -13.6% | +28.1% | +16.7% |
| 6M | -6.3% | +0.6% | -6.8% | -6.7% |
| YTD | -17.1% | -3.6% | -13.5% | -17.1% |
| 1Y | -21.4% | +8.3% | -29.7% | -22.8% |
| 3Y | +5.9% | +204.8% | -198.9% | -16.5% |
| All | -11.3% | +232.4% | -243.6% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling