-16.5%
ABT vs RVMD
+430.6%
-447.2%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -3.7% | +1.0% | -4.7% | -3.7% |
| 30D | +2.5% | +6.4% | -4.0% | +2.4% |
| 3M | +20.2% | +34.9% | -14.7% | +19.3% |
| 6M | -2.9% | +107.6% | -110.5% | -4.9% |
| YTD | -11.9% | +163.7% | -175.6% | -14.7% |
| 1Y | -16.5% | +439.2% | -455.8% | -24.9% |
| All | -16.5% | +430.6% | -447.2% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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