-5.9%
ABT vs RVMD
+244.4%
-250.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.8% | +2.8% | +5.6% |
| 7D | +12.5% | +5.8% | +6.7% | +12.6% |
| 30D | +16.1% | -3.8% | +19.9% | +16.2% |
| 3M | +10.2% | +3.2% | +7.0% | +10.2% |
| 6M | +33.7% | +35.0% | -1.3% | +33.0% |
| YTD | -5.5% | +150.7% | -156.2% | -6.9% |
| 1Y | -5.9% | +241.0% | -246.9% | -12.3% |
| All | -5.9% | +244.4% | -250.3% | -12.3% |
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