-5.1%
ABT vs RVTY
-9.4%
+4.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.9% |
| 7D | -5.4% | -0.7% | -4.6% | -5.3% |
| 30D | +8.0% | +1.7% | +6.3% | +7.2% |
| 3M | +0.2% | +36.8% | -36.6% | -7.2% |
| 6M | +34.1% | +60.1% | -26.0% | +19.3% |
| YTD | -10.6% | +64.0% | -74.6% | -21.6% |
| 1Y | -11.8% | +68.2% | -80.0% | -23.3% |
| 3Y | +23.9% | +88.8% | -64.9% | -1.0% |
| 5Y | -5.1% | -10.5% | +5.4% | +0.1% |
| All | -5.1% | -9.4% | +4.2% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling