+234.1%
ABT vs ROL
+221.5%
+12.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +0.2% |
| 7D | -1.3% | +3.0% | -4.3% | -2.4% |
| 30D | +6.0% | +19.8% | -13.7% | -1.1% |
| 3M | -1.9% | +7.9% | -9.8% | -5.0% |
| 6M | +31.2% | -25.6% | +56.8% | +46.1% |
| YTD | -11.2% | -34.1% | +22.9% | +3.2% |
| 1Y | -14.0% | -31.4% | +17.4% | -1.7% |
| 3Y | +20.7% | +4.7% | +16.0% | +14.4% |
| 5Y | -6.7% | +15.6% | -22.3% | -17.6% |
| All | +234.1% | +221.5% | +12.6% | +111.6% |
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