+6,642.4%
ABT vs COP
+4,537.2%
+2,105.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | -3.7% | +3.0% | -6.7% | -4.2% |
| 30D | +2.5% | +17.5% | -15.0% | -0.4% |
| 3M | +20.2% | +13.4% | +6.8% | +17.3% |
| 6M | -2.9% | +17.7% | -20.7% | -6.2% |
| YTD | -11.9% | +46.6% | -58.5% | -18.3% |
| 1Y | -16.5% | +44.6% | -61.2% | -22.5% |
| 3Y | +12.1% | +20.7% | -8.6% | +5.8% |
| 5Y | -7.4% | +185.0% | -192.4% | -27.7% |
| 10Y | +210.7% | +347.0% | -136.3% | +104.7% |
| All | +6,642.4% | +4,537.2% | +2,105.2% | +2,623.0% |
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