-18.3%
ABT vs ROIV
+221.6%
-239.9%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +18.8% | -21.3% | -2.6% |
| 7D | -3.1% | +20.2% | -23.3% | -3.1% |
| 30D | -2.1% | +14.1% | -16.3% | -2.0% |
| 3M | +17.4% | +45.6% | -28.2% | +15.5% |
| 6M | -2.4% | +44.1% | -46.5% | -4.1% |
| YTD | -14.2% | +91.2% | -105.4% | -17.3% |
| 1Y | -18.3% | +221.3% | -239.6% | -25.1% |
| All | -18.3% | +221.6% | -239.9% | -25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling