-9.9%
ABT vs COP
+186.3%
-196.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.6% |
| 7D | -3.1% | -0.8% | -2.3% | -3.1% |
| 30D | -2.1% | +15.6% | -17.7% | -2.9% |
| 3M | +17.4% | +14.3% | +3.1% | +16.5% |
| 6M | -2.4% | +17.0% | -19.4% | -3.4% |
| YTD | -14.2% | +47.4% | -61.7% | -16.4% |
| 1Y | -18.3% | +52.4% | -70.7% | -20.6% |
| 3Y | +11.5% | +20.8% | -9.3% | +9.4% |
| 5Y | -9.9% | +191.7% | -201.6% | -11.4% |
| All | -9.9% | +186.3% | -196.2% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling