+197.1%
ABT vs CBOE
+368.5%
-171.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.9% | -0.9% |
| 7D | -5.9% | -5.8% | -0.1% | -4.6% |
| 30D | -8.1% | -3.1% | -4.9% | -7.6% |
| 3M | +14.5% | -4.8% | +19.3% | +15.2% |
| 6M | -6.3% | -0.6% | -5.7% | -7.8% |
| YTD | -17.1% | +12.8% | -29.9% | -21.4% |
| 1Y | -21.4% | +19.8% | -41.1% | -26.8% |
| 3Y | +5.9% | +86.9% | -81.0% | -14.2% |
| 5Y | -12.8% | +136.5% | -149.3% | -34.7% |
| All | +197.1% | +368.5% | -171.4% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 10y: compounded portfolio wealth divided by compounded CBOE 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…
10y analysis · Full analysis span regression · 6 months rolling