+6,642.4%
ABT vs ROK
+15,847.2%
-9,204.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | -3.7% | +0.7% | -4.4% | -3.8% |
| 30D | +2.5% | -3.3% | +5.8% | +3.2% |
| 3M | +20.2% | -5.9% | +26.0% | +21.3% |
| 6M | -2.9% | +13.9% | -16.8% | -6.3% |
| YTD | -11.9% | +12.6% | -24.5% | -15.1% |
| 1Y | -16.5% | +28.6% | -45.1% | -22.0% |
| 3Y | +12.1% | +45.1% | -33.0% | -0.6% |
| 5Y | -7.4% | +45.6% | -53.0% | -19.3% |
| 10Y | +210.7% | +345.0% | -134.3% | +106.3% |
| All | +6,642.4% | +15,847.2% | -9,204.8% | +1,540.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling