+1,127.7%
RSP vs ABT
+991.7%
+136.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -0.8% | -3.7% | +2.9% | +0.9% |
| 30D | -0.3% | +2.5% | -2.8% | -1.6% |
| 3M | +4.3% | +20.2% | -15.9% | -5.0% |
| 6M | +8.8% | -2.9% | +11.8% | +9.2% |
| YTD | +15.3% | -11.9% | +27.2% | +20.5% |
| 1Y | +18.3% | -16.5% | +34.8% | +26.6% |
| 3Y | +52.8% | +12.1% | +40.7% | +38.5% |
| 5Y | +51.7% | -7.4% | +59.1% | +49.4% |
| 10Y | +208.5% | +210.7% | -2.2% | +57.2% |
| All | +1,127.7% | +991.7% | +136.0% | +266.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling