-11.6%
ABT vs RNG
-70.1%
+58.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | -5.0% | -9.6% | +4.6% | -4.3% |
| 30D | -5.8% | +8.8% | -14.6% | -6.4% |
| 3M | +16.7% | +78.6% | -61.9% | +11.4% |
| 6M | -5.2% | +70.3% | -75.5% | -9.7% |
| YTD | -16.0% | +140.3% | -156.3% | -22.7% |
| 1Y | -18.3% | +126.6% | -144.9% | -24.6% |
| 3Y | +9.2% | +120.2% | -111.0% | -1.4% |
| 5Y | -11.6% | -68.3% | +56.7% | -8.5% |
| All | -11.6% | -70.1% | +58.6% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling