+310.5%
ABT vs RNG
+309.1%
+1.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.4% | +1.8% | -2.1% |
| 7D | -3.1% | -0.8% | -2.3% | -3.1% |
| 30D | -2.1% | +11.4% | -13.5% | -3.4% |
| 3M | +17.4% | +72.1% | -54.7% | +9.6% |
| 6M | -2.4% | +67.9% | -70.3% | -9.3% |
| YTD | -14.2% | +144.3% | -158.6% | -24.7% |
| 1Y | -18.3% | +117.5% | -135.9% | -27.5% |
| 3Y | +11.5% | +123.9% | -112.4% | -4.6% |
| 5Y | -9.9% | -70.1% | +60.2% | -2.8% |
| 10Y | +204.4% | +215.9% | -11.5% | +126.1% |
| All | +310.5% | +309.1% | +1.5% | +199.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling