-21.4%
ABT vs RUN
-47.1%
+25.7%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.4% |
| 7D | -5.9% | -3.7% | -2.2% | -6.0% |
| 30D | -8.1% | -13.0% | +4.9% | -8.6% |
| 3M | +14.5% | -31.8% | +46.3% | +12.9% |
| 6M | -6.3% | -32.2% | +25.9% | -7.8% |
| YTD | -17.1% | -53.5% | +36.4% | -18.9% |
| 1Y | -21.4% | -46.5% | +25.2% | -22.3% |
| All | -21.4% | -47.1% | +25.7% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling