+6,642.4%
ABT vs OMC
+6,006.3%
+636.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.1% |
| 7D | -3.7% | -6.4% | +2.7% | -2.3% |
| 30D | +2.5% | +1.1% | +1.4% | +2.1% |
| 3M | +20.2% | +10.4% | +9.8% | +17.3% |
| 6M | -2.9% | -1.7% | -1.2% | -2.9% |
| YTD | -11.9% | +4.4% | -16.4% | -13.6% |
| 1Y | -16.5% | +8.4% | -25.0% | -19.1% |
| 3Y | +12.1% | +14.4% | -2.3% | +5.9% |
| 5Y | -7.4% | +33.9% | -41.3% | -16.8% |
| 10Y | +210.7% | +34.9% | +175.8% | +168.8% |
| All | +6,642.4% | +6,006.3% | +636.2% | +2,701.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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