-16.5%
ABT vs COP
+46.5%
-63.0%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.4% |
| 7D | -3.7% | +3.0% | -6.7% | -3.6% |
| 30D | +2.5% | +17.5% | -15.0% | +2.8% |
| 3M | +20.2% | +13.4% | +6.8% | +20.3% |
| 6M | -2.9% | +17.7% | -20.7% | -2.9% |
| YTD | -11.9% | +46.6% | -58.5% | -12.4% |
| 1Y | -16.5% | +44.6% | -61.2% | -17.6% |
| All | -16.5% | +46.5% | -63.0% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 1y: compounded portfolio wealth divided by compounded COP 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…
1y analysis · Full analysis span regression · 6 months rolling