-9.4%
ABT vs RVTY
-34.2%
+24.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.3% | +0.3% |
| 7D | -4.7% | -5.4% | +0.7% | -3.5% |
| 30D | -3.1% | +6.7% | -9.9% | -4.7% |
| 3M | +16.1% | +19.0% | -2.9% | +11.1% |
| 6M | -5.3% | +34.6% | -40.0% | -12.6% |
| YTD | -14.4% | +28.3% | -42.7% | -20.5% |
| 1Y | -18.4% | +46.0% | -64.4% | -27.1% |
| 3Y | +11.2% | +16.9% | -5.7% | +2.1% |
| 5Y | -9.4% | -32.9% | +23.5% | +3.5% |
| All | -9.4% | -34.2% | +24.8% | +3.5% |
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