+61.0%
RSP vs ABT
+22.5%
+38.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.9% | +0.2% |
| 7D | -1.0% | +3.5% | -4.5% | -1.7% |
| 30D | +2.6% | +12.0% | -9.4% | +0.5% |
| 3M | -0.8% | +2.5% | -3.2% | -1.3% |
| 6M | +6.3% | +29.1% | -22.8% | +1.0% |
| YTD | +14.1% | -10.1% | +24.2% | +16.9% |
| 1Y | +18.0% | -9.8% | +27.8% | +20.7% |
| 3Y | +61.0% | +23.3% | +37.8% | +50.6% |
| All | +61.0% | +22.5% | +38.5% | +50.6% |
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 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