+209.7%
ABT vs COO
+36.7%
+173.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.2% | +5.9% | +2.3% |
| 7D | -4.7% | -9.0% | +4.2% | -1.1% |
| 30D | -3.1% | -16.8% | +13.7% | +4.5% |
| 3M | +16.1% | -7.5% | +23.6% | +19.7% |
| 6M | -5.3% | -16.3% | +10.9% | +1.4% |
| YTD | -14.4% | -22.5% | +8.1% | -5.5% |
| 1Y | -18.4% | -7.0% | -11.4% | -16.9% |
| 3Y | +11.2% | -27.5% | +38.7% | +20.4% |
| 5Y | -9.4% | -43.3% | +33.9% | +8.8% |
| 10Y | +209.7% | +37.6% | +172.2% | +130.7% |
| All | +209.7% | +36.7% | +173.0% | +130.7% |
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