+55.9%
RSP vs ABT
+13.1%
+42.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.8% | -3.7% | +2.9% | -0.1% |
| 30D | -0.3% | +2.5% | -2.8% | -0.8% |
| 3M | +4.3% | +20.2% | -15.9% | +0.6% |
| 6M | +8.8% | -2.9% | +11.8% | +9.7% |
| YTD | +15.3% | -11.9% | +27.2% | +18.4% |
| 1Y | +18.3% | -16.5% | +34.8% | +22.9% |
| All | +55.9% | +13.1% | +42.8% | +52.3% |
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