+6,784.1%
ABT vs COO
+5,356.1%
+1,428.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -3.1% |
| 7D | +3.5% | +4.7% | -1.2% | +3.2% |
| 30D | +12.0% | +13.9% | -1.9% | +11.1% |
| 3M | +2.5% | -14.9% | +17.4% | +3.4% |
| 6M | +29.1% | +2.0% | +27.1% | +28.8% |
| YTD | -10.1% | -23.9% | +13.8% | -8.6% |
| 1Y | -9.8% | -9.6% | -0.2% | -9.3% |
| 3Y | +23.3% | -25.4% | +48.7% | +24.9% |
| 5Y | -2.4% | -41.2% | +38.8% | +0.2% |
| 10Y | +239.4% | +42.1% | +197.3% | +234.7% |
| All | +6,784.1% | +5,356.1% | +1,428.0% | +6,591.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling