-11.8%
ABT vs ROL
-33.3%
+21.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -5.4% | +0.8% | -6.1% | -5.6% |
| 30D | +8.0% | +20.6% | -12.6% | +3.0% |
| 3M | +0.2% | +4.5% | -4.3% | -0.7% |
| 6M | +34.1% | -26.5% | +60.7% | +44.6% |
| YTD | -10.6% | -34.8% | +24.2% | -2.2% |
| 1Y | -11.8% | -33.2% | +21.4% | -4.3% |
| All | -11.8% | -33.3% | +21.5% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling