+6,817.3%
ABT vs COP
+4,583.1%
+2,234.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.2% |
| 7D | +1.0% | -6.1% | +7.1% | +2.0% |
| 30D | +11.6% | +1.1% | +10.5% | +11.2% |
| 3M | +2.3% | +10.9% | -8.6% | +0.2% |
| 6M | +32.7% | +20.8% | +12.0% | +27.8% |
| YTD | -9.6% | +48.0% | -57.7% | -16.5% |
| 1Y | -10.1% | +58.5% | -68.6% | -18.0% |
| 3Y | +25.2% | +28.1% | -2.9% | +16.7% |
| 5Y | -4.5% | +120.5% | -125.0% | -21.7% |
| 10Y | +228.3% | +310.1% | -81.9% | +120.1% |
| All | +6,817.3% | +4,583.1% | +2,234.2% | +2,681.1% |
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