+165.4%
ABT vs RUN
-31.9%
+197.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -3.7% | +1.3% | -4.9% | -3.8% |
| 30D | +2.5% | -15.3% | +17.7% | +3.2% |
| 3M | +20.2% | -40.0% | +60.2% | +23.0% |
| 6M | -2.9% | -27.0% | +24.0% | -2.1% |
| YTD | -11.9% | -51.7% | +39.8% | -9.8% |
| 1Y | -16.5% | -45.9% | +29.3% | -15.7% |
| 3Y | +12.1% | -43.8% | +55.9% | +5.4% |
| 5Y | -7.4% | -80.5% | +73.1% | -9.7% |
| 10Y | +210.7% | +45.3% | +165.4% | +153.5% |
| All | +165.4% | -31.9% | +197.4% | +117.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling