+1,414.1%
ABT vs RL
+1,476.5%
-62.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.9% | -3.0% |
| 7D | +3.5% | -4.2% | +7.7% | +4.1% |
| 30D | +12.0% | +4.3% | +7.8% | +11.4% |
| 3M | +2.5% | -4.6% | +7.0% | +3.0% |
| 6M | +29.1% | +1.7% | +27.4% | +28.3% |
| YTD | -10.1% | +7.3% | -17.4% | -11.5% |
| 1Y | -9.8% | +20.8% | -30.6% | -12.8% |
| 3Y | +23.3% | +247.0% | -223.7% | +0.3% |
| 5Y | -2.4% | +225.5% | -227.8% | -21.0% |
| 10Y | +239.4% | +363.0% | -123.6% | +148.6% |
| All | +1,414.1% | +1,476.5% | -62.4% | +797.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling