+197.1%
ABT vs ROK
+357.9%
-160.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.0% | -1.8% |
| 7D | -5.9% | -1.2% | -4.6% | -5.6% |
| 30D | -8.1% | -4.8% | -3.3% | -7.0% |
| 3M | +14.5% | -6.1% | +20.6% | +15.9% |
| 6M | -6.3% | +15.5% | -21.8% | -10.7% |
| YTD | -17.1% | +11.2% | -28.3% | -20.5% |
| 1Y | -21.4% | +23.8% | -45.2% | -27.0% |
| 3Y | +5.9% | +53.1% | -47.2% | -10.6% |
| 5Y | -12.8% | +48.3% | -61.0% | -27.7% |
| All | +197.1% | +357.9% | -160.8% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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