+234.1%
ABT vs RUN
+68.6%
+165.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.1% |
| 7D | -1.3% | -13.5% | +12.2% | -0.5% |
| 30D | +6.0% | +18.3% | -12.3% | +4.8% |
| 3M | -1.9% | -12.5% | +10.6% | -1.4% |
| 6M | +31.2% | -40.3% | +71.5% | +34.1% |
| YTD | -11.2% | -53.1% | +41.9% | -8.9% |
| 1Y | -14.0% | -54.3% | +40.3% | -11.7% |
| 3Y | +20.7% | -6.5% | +27.2% | +7.2% |
| 5Y | -6.7% | -85.3% | +78.6% | -6.3% |
| All | +234.1% | +68.6% | +165.6% | +138.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling