-9.9%
ABT vs ROL
-2.9%
-7.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -1.8% |
| 7D | -3.1% | -3.4% | +0.3% | -2.1% |
| 30D | -2.1% | -6.9% | +4.8% | -0.1% |
| 3M | +17.4% | -24.6% | +42.0% | +27.3% |
| 6M | -2.4% | -39.5% | +37.1% | +12.8% |
| YTD | -14.2% | -41.1% | +26.9% | -0.4% |
| 1Y | -18.3% | -37.9% | +19.6% | -6.9% |
| 3Y | +11.5% | +0.8% | +10.7% | +9.1% |
| 5Y | -9.9% | -4.7% | -5.2% | -14.8% |
| All | -9.9% | -2.9% | -7.0% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling