+209.7%
ABT vs COP
+334.3%
-124.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | -4.7% | -0.5% | -4.3% | -4.7% |
| 30D | -3.1% | +11.7% | -14.8% | -4.5% |
| 3M | +16.1% | +17.7% | -1.5% | +13.7% |
| 6M | -5.3% | +18.3% | -23.6% | -7.6% |
| YTD | -14.4% | +49.1% | -63.5% | -19.1% |
| 1Y | -18.4% | +53.3% | -71.7% | -23.3% |
| 3Y | +11.2% | +22.2% | -11.0% | +6.6% |
| 5Y | -9.4% | +193.3% | -202.7% | -25.7% |
| 10Y | +209.7% | +340.2% | -130.5% | +136.2% |
| All | +209.7% | +334.3% | -124.5% | +136.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling