+6,616.3%
ABT vs COP
+4,737.5%
+1,878.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.1% |
| 7D | -5.6% | +3.4% | -9.0% | -6.1% |
| 30D | +5.2% | -0.6% | +5.8% | +5.1% |
| 3M | -2.7% | +10.8% | -13.5% | -4.7% |
| 6M | +28.8% | +19.6% | +9.2% | +24.2% |
| YTD | -12.3% | +52.9% | -65.2% | -19.4% |
| 1Y | -14.7% | +62.2% | -76.9% | -22.5% |
| 3Y | +21.6% | +32.4% | -10.8% | +12.7% |
| 5Y | -7.8% | +129.7% | -137.5% | -24.9% |
| 10Y | +222.5% | +331.8% | -109.3% | +114.2% |
| All | +6,616.3% | +4,737.5% | +1,878.8% | +2,585.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling