+20.7%
ABT vs RUN
-7.3%
+28.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.2% |
| 7D | -1.3% | -13.5% | +12.2% | -1.1% |
| 30D | +6.0% | +18.3% | -12.3% | +5.8% |
| 3M | -1.9% | -12.5% | +10.6% | -1.8% |
| 6M | +31.2% | -40.3% | +71.5% | +31.7% |
| YTD | -11.2% | -53.1% | +41.9% | -10.8% |
| 1Y | -14.0% | -54.3% | +40.3% | -13.6% |
| 3Y | +20.7% | -6.5% | +27.2% | +16.4% |
| All | +20.7% | -7.3% | +28.0% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling