-21.4%
ABT vs RNG
+128.1%
-149.4%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -5.9% | -6.1% | +0.2% | -5.8% |
| 30D | -8.1% | +9.6% | -17.7% | -8.2% |
| 3M | +14.5% | +83.3% | -68.8% | +13.7% |
| 6M | -6.3% | +77.9% | -84.2% | -6.9% |
| YTD | -17.1% | +139.9% | -157.0% | -17.1% |
| 1Y | -21.4% | +121.7% | -143.0% | -22.2% |
| All | -21.4% | +128.1% | -149.4% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling