+201.2%
ABT vs RRC
+6.5%
+194.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | -5.0% | -1.2% | -3.8% | -4.9% |
| 30D | -5.8% | +3.0% | -8.8% | -6.0% |
| 3M | +16.7% | +7.3% | +9.5% | +16.2% |
| 6M | -5.2% | +3.6% | -8.8% | -5.6% |
| YTD | -16.0% | +19.4% | -35.3% | -17.1% |
| 1Y | -18.3% | +21.4% | -39.7% | -19.5% |
| 3Y | +9.2% | +32.8% | -23.5% | +6.2% |
| 5Y | -11.6% | +152.0% | -163.5% | -18.7% |
| All | +201.2% | +6.5% | +194.7% | +156.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling