-7.4%
ABT vs ROIV
+380.3%
-387.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.3% | +1.2% |
| 7D | -1.3% | +1.7% | -3.0% | -1.4% |
| 30D | +6.0% | +17.6% | -11.5% | +5.1% |
| 3M | -1.9% | +9.0% | -10.8% | -2.5% |
| 6M | +31.2% | +35.3% | -4.1% | +28.3% |
| YTD | -11.2% | +82.2% | -93.4% | -15.0% |
| 1Y | -14.0% | +92.3% | -106.2% | -17.9% |
| 3Y | +20.7% | +336.8% | -316.1% | +8.8% |
| All | -7.4% | +380.3% | -387.7% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling