+16.1%
ABT vs ROIV
+287.3%
-271.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.1% | +0.3% |
| 7D | +0.3% | +13.3% | -13.0% | -0.3% |
| 30D | +11.6% | +14.8% | -3.1% | +10.8% |
| 3M | +3.1% | +11.9% | -8.8% | +2.3% |
| 6M | +32.8% | +42.4% | -9.6% | +29.7% |
| YTD | -9.6% | +87.4% | -97.0% | -13.4% |
| 1Y | -10.4% | +97.2% | -107.6% | -14.4% |
| 3Y | +25.8% | +375.7% | -349.9% | +13.4% |
| 5Y | -3.4% | +379.0% | -382.5% | -18.7% |
| All | +16.1% | +287.3% | -271.3% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling