+34.2%
ABT vs RVMD
+634.9%
-600.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.5% |
| 7D | -3.1% | -1.2% | -1.9% | -3.0% |
| 30D | -2.1% | +1.1% | -3.2% | -2.2% |
| 3M | +17.4% | +39.6% | -22.2% | +14.3% |
| 6M | -2.4% | +110.7% | -113.1% | -8.6% |
| YTD | -14.2% | +160.3% | -174.5% | -21.5% |
| 1Y | -18.3% | +404.9% | -423.3% | -29.6% |
| 3Y | +11.5% | +545.5% | -533.9% | -8.3% |
| 5Y | -9.9% | +584.7% | -594.6% | -29.5% |
| All | +34.2% | +634.9% | -600.7% | -2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling