-5.1%
ABT vs RRC
+135.4%
-140.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.3% | -1.1% |
| 7D | -5.4% | -0.5% | -4.9% | -5.4% |
| 30D | +8.0% | +25.2% | -17.2% | +6.2% |
| 3M | +0.2% | +27.8% | -27.6% | -1.6% |
| 6M | +34.1% | +27.2% | +6.9% | +31.6% |
| YTD | -10.6% | +48.2% | -58.8% | -13.4% |
| 1Y | -11.8% | +34.7% | -46.5% | -14.0% |
| 3Y | +23.9% | +62.2% | -38.4% | +17.9% |
| 5Y | -5.1% | +130.9% | -136.0% | -12.5% |
| All | -5.1% | +135.4% | -140.6% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling