+6,642.4%
ABT vs COO
+5,988.7%
+653.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.3% |
| 7D | -3.7% | -2.2% | -1.5% | -3.5% |
| 30D | +2.5% | -7.0% | +9.5% | +3.0% |
| 3M | +20.2% | +12.2% | +8.0% | +19.3% |
| 6M | -2.9% | -15.1% | +12.2% | -1.9% |
| YTD | -11.9% | -15.1% | +3.2% | -11.0% |
| 1Y | -16.5% | +2.3% | -18.9% | -16.7% |
| 3Y | +12.1% | -23.7% | +35.8% | +13.5% |
| 5Y | -7.4% | -38.9% | +31.5% | -5.3% |
| 10Y | +210.7% | +49.9% | +160.8% | +205.1% |
| All | +6,642.4% | +5,988.7% | +653.7% | +6,413.0% |
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