-11.3%
ABT vs RRX
+17.8%
-29.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.7% | -5.1% | -1.7% |
| 7D | -5.9% | -0.3% | -5.5% | -5.9% |
| 30D | -8.1% | -6.1% | -1.9% | -7.6% |
| 3M | +14.5% | -23.1% | +37.6% | +16.7% |
| 6M | -6.3% | -19.5% | +13.2% | -5.6% |
| YTD | -17.1% | +16.1% | -33.2% | -20.7% |
| 1Y | -21.4% | +12.9% | -34.3% | -24.7% |
| 3Y | +5.9% | +7.9% | -2.0% | -0.1% |
| All | -11.3% | +17.8% | -29.1% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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