-4.5%
ABT vs ROL
+15.9%
-20.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +1.0% | +2.9% | -1.9% | +0.1% |
| 30D | +11.6% | +20.1% | -8.6% | +5.6% |
| 3M | +2.3% | +3.2% | -0.9% | +1.2% |
| 6M | +32.7% | -28.0% | +60.8% | +46.0% |
| YTD | -9.6% | -35.3% | +25.6% | +2.2% |
| 1Y | -10.1% | -33.6% | +23.6% | +0.9% |
| 3Y | +25.2% | +3.8% | +21.4% | +21.2% |
| 5Y | -4.5% | +14.4% | -18.9% | -15.9% |
| All | -4.5% | +15.9% | -20.4% | -15.9% |
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