+9.8%
ABT vs ROIV
+298.2%
-288.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | -4.7% | +22.3% | -27.1% | -5.8% |
| 30D | -3.1% | +16.9% | -20.0% | -4.0% |
| 3M | +16.1% | +43.9% | -27.8% | +13.5% |
| 6M | -5.3% | +41.6% | -46.9% | -7.5% |
| YTD | -14.4% | +92.7% | -107.1% | -18.1% |
| 1Y | -18.4% | +210.2% | -228.6% | -24.1% |
| 3Y | +11.2% | +231.8% | -220.6% | +2.0% |
| 5Y | -9.4% | +319.8% | -329.2% | -22.3% |
| All | +9.8% | +298.2% | -288.3% | -4.4% |
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