+549.6%
ABT vs CBOE
+1,025.9%
-476.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.2% |
| 7D | -3.1% | -4.6% | +1.5% | -2.1% |
| 30D | -2.1% | +2.6% | -4.8% | -2.9% |
| 3M | +17.4% | +4.9% | +12.5% | +15.4% |
| 6M | -2.4% | -2.2% | -0.2% | -3.3% |
| YTD | -14.2% | +17.7% | -31.9% | -19.1% |
| 1Y | -18.3% | +26.1% | -44.4% | -24.4% |
| 3Y | +11.5% | +97.1% | -85.6% | -9.1% |
| 5Y | -9.9% | +149.2% | -159.1% | -31.4% |
| 10Y | +204.4% | +385.1% | -180.7% | +92.7% |
| All | +549.6% | +1,025.9% | -476.3% | +229.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling