+215.6%
RSP vs ABT
+221.4%
-5.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.7% | +2.1% |
| 7D | +0.4% | +0.3% | +0.1% | +0.3% |
| 30D | +3.7% | +11.6% | -7.9% | -1.1% |
| 3M | +0.8% | +3.1% | -2.4% | -0.8% |
| 6M | +9.1% | +32.8% | -23.7% | -4.3% |
| YTD | +16.7% | -9.6% | +26.3% | +20.4% |
| 1Y | +19.7% | -10.4% | +30.1% | +23.8% |
| 3Y | +66.7% | +25.8% | +40.9% | +43.6% |
| 5Y | +48.7% | -3.4% | +52.1% | +44.0% |
| 10Y | +215.6% | +232.9% | -17.3% | +81.6% |
| All | +215.6% | +221.4% | -5.8% | +81.6% |
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