+29.6%
ABT vs RVMD
+622.3%
-592.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -5.9% | -3.0% | -2.9% | -5.7% |
| 30D | -8.1% | -0.7% | -7.4% | -8.1% |
| 3M | +14.5% | +36.5% | -22.0% | +11.7% |
| 6M | -6.3% | +104.6% | -110.9% | -12.0% |
| YTD | -17.1% | +155.8% | -172.9% | -24.1% |
| 1Y | -21.4% | +340.7% | -362.0% | -31.3% |
| 3Y | +5.9% | +519.9% | -514.0% | -12.6% |
| 5Y | -12.8% | +584.9% | -597.7% | -31.7% |
| All | +29.6% | +622.3% | -592.7% | -5.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling