+6,642.4%
ABT vs RVTY
+2,416.7%
+4,225.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -3.7% | +1.1% | -4.8% | -3.9% |
| 30D | +2.5% | +13.2% | -10.7% | +0.1% |
| 3M | +20.2% | +27.2% | -7.1% | +14.7% |
| 6M | -2.9% | +32.4% | -35.3% | -8.3% |
| YTD | -11.9% | +34.9% | -46.8% | -17.4% |
| 1Y | -16.5% | +52.4% | -68.9% | -23.7% |
| 3Y | +12.1% | +12.3% | -0.2% | +6.3% |
| 5Y | -7.4% | -30.8% | +23.4% | -4.8% |
| 10Y | +210.7% | +150.7% | +60.0% | +158.0% |
| All | +6,642.4% | +2,416.7% | +4,225.7% | +3,091.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling