-5.9%
ABT vs RRC
+44.7%
-50.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.5% | +9.1% | +5.6% |
| 7D | +12.5% | -6.8% | +19.3% | +12.6% |
| 30D | +16.1% | +34.7% | -18.6% | +15.2% |
| 3M | +10.2% | +31.5% | -21.3% | +9.3% |
| 6M | +33.7% | +21.8% | +11.9% | +32.2% |
| YTD | -5.5% | +48.9% | -54.4% | -6.8% |
| 1Y | -5.9% | +42.1% | -48.0% | -6.0% |
| All | -5.9% | +44.7% | -50.6% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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