+14.5%
ABT vs COO
-22.0%
+36.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | -3.7% | -2.2% | -1.5% | -3.2% |
| 30D | +2.5% | -7.0% | +9.5% | +4.3% |
| 3M | +20.2% | +12.2% | +8.0% | +17.1% |
| 6M | -2.9% | -15.1% | +12.2% | 0.0% |
| YTD | -11.9% | -15.1% | +3.2% | -9.3% |
| 1Y | -16.5% | +2.3% | -18.9% | -17.1% |
| All | +14.5% | -22.0% | +36.5% | +19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling