+6,616.3%
ABT vs RRC
+1,499.3%
+5,117.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | -5.6% | +2.5% | -8.1% | -5.7% |
| 30D | +5.2% | +21.1% | -16.0% | +4.2% |
| 3M | -2.7% | +28.4% | -31.1% | -3.9% |
| 6M | +28.8% | +26.5% | +2.4% | +27.3% |
| YTD | -12.3% | +47.0% | -59.3% | -14.0% |
| 1Y | -14.7% | +35.2% | -49.9% | -16.1% |
| 3Y | +21.6% | +61.0% | -39.4% | +18.0% |
| 5Y | -7.8% | +133.6% | -141.4% | -12.9% |
| 10Y | +222.5% | +72.1% | +150.4% | +191.3% |
| All | +6,616.3% | +1,499.3% | +5,117.0% | +5,471.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling