+197.1%
ABT vs RNG
+222.9%
-25.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -5.9% | -6.1% | +0.2% | -5.2% |
| 30D | -8.1% | +9.6% | -17.7% | -9.1% |
| 3M | +14.5% | +83.3% | -68.8% | +6.1% |
| 6M | -6.3% | +77.9% | -84.2% | -13.5% |
| YTD | -17.1% | +139.9% | -157.0% | -27.2% |
| 1Y | -21.4% | +121.7% | -143.0% | -30.4% |
| 3Y | +5.9% | +121.9% | -115.9% | -9.5% |
| 5Y | -12.8% | -68.4% | +55.6% | -4.8% |
| All | +197.1% | +222.9% | -25.8% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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