+201.2%
ABT vs ROL
+210.1%
-8.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.8% |
| 7D | -5.0% | -3.2% | -1.8% | -3.8% |
| 30D | -5.8% | -6.6% | +0.8% | -3.3% |
| 3M | +16.7% | -27.3% | +44.0% | +31.5% |
| 6M | -5.2% | -38.1% | +32.8% | +13.5% |
| YTD | -16.0% | -41.8% | +25.8% | +2.6% |
| 1Y | -18.3% | -37.8% | +19.5% | -3.1% |
| 3Y | +9.2% | -0.3% | +9.6% | +5.2% |
| 5Y | -11.6% | -5.1% | -6.5% | -15.4% |
| All | +201.2% | +210.1% | -8.9% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ROL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling