+65.1%
RSP vs ABT
+20.8%
+44.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | +2.4% | -1.3% | +3.6% | +2.6% |
| 30D | +4.3% | +6.0% | -1.8% | +3.2% |
| 3M | -0.3% | -1.9% | +1.5% | -0.1% |
| 6M | +9.8% | +31.2% | -21.4% | +4.0% |
| YTD | +16.8% | -11.2% | +28.1% | +20.0% |
| 1Y | +19.5% | -14.0% | +33.5% | +23.5% |
| 3Y | +65.1% | +20.7% | +44.5% | +56.0% |
| All | +65.1% | +20.8% | +44.3% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling