+13.1%
ABT vs ROIV
+232.7%
-219.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.5% |
| 7D | -3.7% | +0.6% | -4.3% | -3.7% |
| 30D | +2.5% | +1.0% | +1.5% | +2.4% |
| 3M | +20.2% | +18.3% | +1.9% | +18.8% |
| 6M | -2.9% | +18.3% | -21.3% | -4.2% |
| YTD | -11.9% | +61.0% | -72.9% | -14.8% |
| 1Y | -16.5% | +177.9% | -194.4% | -21.9% |
| 3Y | +12.1% | +199.1% | -186.9% | +3.5% |
| 5Y | -7.4% | +250.7% | -258.1% | -19.8% |
| All | +13.1% | +232.7% | -219.6% | -0.6% |
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