+206.7%
ABT vs ROL
+209.9%
-3.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | -4.7% | -3.3% | -1.5% | -3.5% |
| 30D | -3.1% | -7.2% | +4.1% | -0.3% |
| 3M | +16.1% | -27.0% | +43.1% | +30.6% |
| 6M | -5.3% | -39.5% | +34.2% | +14.4% |
| YTD | -14.4% | -41.8% | +27.3% | +4.5% |
| 1Y | -18.4% | -38.9% | +20.5% | -2.6% |
| 3Y | +11.2% | -0.4% | +11.6% | +7.1% |
| 5Y | -9.4% | -4.2% | -5.2% | -13.7% |
| All | +206.7% | +209.9% | -3.2% | +88.8% |
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