+234.1%
ABT vs COO
+41.1%
+193.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.4% | +0.9% |
| 7D | -1.3% | +0.5% | -1.7% | -1.5% |
| 30D | +6.0% | +14.2% | -8.1% | +0.5% |
| 3M | -1.9% | -18.2% | +16.3% | +5.8% |
| 6M | +31.2% | +5.3% | +25.8% | +27.1% |
| YTD | -11.2% | -23.6% | +12.3% | -2.1% |
| 1Y | -14.0% | -12.7% | -1.3% | -10.4% |
| 3Y | +20.7% | -24.2% | +44.9% | +27.0% |
| 5Y | -6.7% | -40.0% | +33.3% | +8.1% |
| All | +234.1% | +41.1% | +193.0% | +141.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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