+53.0%
RSP vs ABT
-6.8%
+59.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -0.8% | -3.7% | +2.9% | +0.4% |
| 30D | -0.3% | +2.5% | -2.8% | -1.2% |
| 3M | +4.3% | +20.2% | -15.9% | -2.3% |
| 6M | +8.8% | -2.9% | +11.8% | +9.8% |
| YTD | +15.3% | -11.9% | +27.2% | +20.3% |
| 1Y | +18.3% | -16.5% | +34.8% | +25.8% |
| 3Y | +52.8% | +12.1% | +40.7% | +40.3% |
| All | +53.0% | -6.8% | +59.8% | +49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling