+15.5%
ABT vs ROIV
+270.3%
-254.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.2% | -9.4% | -3.5% |
| 7D | +3.5% | +5.3% | -1.8% | +3.2% |
| 30D | +12.0% | +11.9% | +0.1% | +11.3% |
| 3M | +2.5% | +10.7% | -8.3% | +1.7% |
| 6M | +29.1% | +34.9% | -5.8% | +26.4% |
| YTD | -10.1% | +79.2% | -89.2% | -13.6% |
| 1Y | -9.8% | +89.0% | -98.8% | -13.7% |
| 3Y | +23.3% | +337.3% | -314.1% | +11.6% |
| 5Y | -2.4% | +402.3% | -404.7% | -17.9% |
| All | +15.5% | +270.3% | -254.8% | +0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling