+11.5%
ABT vs RRC
+32.7%
-21.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.6% |
| 7D | -3.1% | -1.2% | -1.9% | -3.1% |
| 30D | -2.1% | +9.4% | -11.6% | -2.4% |
| 3M | +17.4% | +7.4% | +10.0% | +17.1% |
| 6M | -2.4% | +1.5% | -3.9% | -2.5% |
| YTD | -14.2% | +19.4% | -33.6% | -14.9% |
| 1Y | -18.3% | +24.2% | -42.6% | -19.1% |
| 3Y | +11.5% | +32.8% | -21.3% | +9.2% |
| All | +11.5% | +32.7% | -21.2% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling