+1,382.9%
ABT vs RL
+1,366.2%
+16.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.5% | -0.7% |
| 7D | -3.7% | -0.8% | -2.9% | -3.6% |
| 30D | +2.5% | -7.8% | +10.2% | +3.6% |
| 3M | +20.2% | -4.0% | +24.2% | +20.7% |
| 6M | -2.9% | -1.9% | -1.0% | -3.1% |
| YTD | -11.9% | -0.2% | -11.8% | -12.4% |
| 1Y | -16.5% | +10.7% | -27.2% | -18.3% |
| 3Y | +12.1% | +210.8% | -198.6% | -7.3% |
| 5Y | -7.4% | +238.2% | -245.6% | -25.6% |
| 10Y | +210.7% | +313.4% | -102.7% | +131.3% |
| All | +1,382.9% | +1,366.2% | +16.8% | +788.2% |
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