+228.6%
ABT vs ROL
+214.5%
+14.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -5.4% | +0.8% | -6.1% | -5.7% |
| 30D | +8.0% | +20.6% | -12.6% | +0.5% |
| 3M | +0.2% | +4.5% | -4.3% | -1.7% |
| 6M | +34.1% | -26.5% | +60.7% | +50.1% |
| YTD | -10.6% | -34.8% | +24.2% | +4.3% |
| 1Y | -11.8% | -33.2% | +21.4% | +1.8% |
| 3Y | +23.9% | +4.5% | +19.4% | +17.5% |
| 5Y | -5.1% | +15.5% | -20.7% | -16.2% |
| 10Y | +228.6% | +217.2% | +11.4% | +106.8% |
| All | +228.6% | +214.5% | +14.1% | +106.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling