+1,037.4%
ABT vs RSG
+2,013.0%
-975.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -4.7% | 0.0% | -4.7% | -4.7% |
| 30D | -3.1% | +3.7% | -6.8% | -3.9% |
| 3M | +16.1% | +6.2% | +10.0% | +14.7% |
| 6M | -5.3% | -2.8% | -2.6% | -4.8% |
| YTD | -14.4% | +5.9% | -20.3% | -15.6% |
| 1Y | -18.4% | -1.8% | -16.6% | -18.2% |
| 3Y | +11.2% | +57.5% | -46.3% | +0.6% |
| 5Y | -9.4% | +91.1% | -100.5% | -21.3% |
| 10Y | +209.7% | +428.1% | -218.3% | +125.6% |
| All | +1,037.4% | +2,013.0% | -975.6% | +591.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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