+6,817.3%
ABT vs COO
+5,462.0%
+1,355.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | 0.0% |
| 7D | +1.0% | +4.5% | -3.5% | +0.7% |
| 30D | +11.6% | +16.9% | -5.3% | +10.5% |
| 3M | +2.3% | -16.7% | +19.0% | +3.4% |
| 6M | +32.7% | +5.9% | +26.8% | +32.1% |
| YTD | -9.6% | -22.4% | +12.8% | -8.3% |
| 1Y | -10.1% | -10.1% | 0.0% | -9.6% |
| 3Y | +25.2% | -22.8% | +48.0% | +26.6% |
| 5Y | -4.5% | -41.4% | +36.9% | -2.1% |
| 10Y | +228.3% | +41.3% | +187.0% | +223.6% |
| All | +6,817.3% | +5,462.0% | +1,355.3% | +6,615.3% |
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