+204.4%
RSP vs ABT
+202.4%
+2.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | 0.0% |
| 7D | -0.4% | -3.1% | +2.7% | +0.9% |
| 30D | -1.5% | -2.1% | +0.6% | -0.7% |
| 3M | +4.8% | +17.4% | -12.6% | -2.7% |
| 6M | +10.3% | -2.4% | +12.7% | +10.5% |
| YTD | +14.1% | -14.2% | +28.3% | +20.5% |
| 1Y | +17.0% | -18.3% | +35.4% | +26.2% |
| 3Y | +54.2% | +11.5% | +42.7% | +40.5% |
| 5Y | +51.5% | -9.9% | +61.4% | +51.2% |
| 10Y | +204.4% | +204.4% | 0.0% | +75.9% |
| All | +204.4% | +202.4% | +2.0% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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