+197.1%
ABT vs RVTY
+145.6%
+51.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -2.3% |
| 7D | -5.9% | -4.5% | -1.4% | -4.4% |
| 30D | -8.1% | +5.5% | -13.5% | -9.9% |
| 3M | +14.5% | +22.5% | -8.0% | +6.3% |
| 6M | -6.3% | +38.9% | -45.2% | -17.4% |
| YTD | -17.1% | +28.7% | -45.9% | -25.6% |
| 1Y | -21.4% | +45.5% | -66.9% | -33.0% |
| 3Y | +5.9% | +16.4% | -10.4% | -6.9% |
| 5Y | -12.8% | -32.7% | +20.0% | -3.1% |
| All | +197.1% | +145.6% | +51.5% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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