+6,695.8%
ABT vs ROK
+14,694.8%
-7,999.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -1.3% | +7.1% | -8.4% | -2.8% |
| 30D | +6.0% | -5.0% | +11.0% | +6.8% |
| 3M | -1.9% | -9.4% | +7.5% | -0.2% |
| 6M | +31.2% | -11.0% | +42.2% | +33.4% |
| YTD | -11.2% | +4.4% | -15.7% | -13.4% |
| 1Y | -14.0% | +7.4% | -21.4% | -16.6% |
| 3Y | +20.7% | +61.0% | -40.3% | +4.1% |
| 5Y | -6.7% | +30.4% | -37.0% | -16.9% |
| 10Y | +226.3% | +264.8% | -38.5% | +125.1% |
| All | +6,695.8% | +14,694.8% | -7,999.0% | +1,573.8% |
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