+6,449.5%
ABT vs RRX
+3,824.6%
+2,624.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.1% |
| 7D | -4.7% | -0.7% | -4.0% | -4.6% |
| 30D | -3.1% | -8.0% | +4.8% | -2.0% |
| 3M | +16.1% | -25.1% | +41.2% | +20.2% |
| 6M | -5.3% | -18.3% | +12.9% | -4.1% |
| YTD | -14.4% | +14.2% | -28.6% | -18.1% |
| 1Y | -18.4% | +13.0% | -31.5% | -22.1% |
| 3Y | +11.2% | +4.2% | +7.0% | +4.2% |
| 5Y | -9.4% | +17.9% | -27.3% | -17.9% |
| 10Y | +209.7% | +220.4% | -10.7% | +133.1% |
| All | +6,449.5% | +3,824.6% | +2,624.9% | +4,045.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling