+6,642.4%
ABT vs ROL
+9,030.3%
-2,387.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -3.7% | -1.4% | -2.3% | -3.4% |
| 30D | +2.5% | -4.1% | +6.6% | +3.4% |
| 3M | +20.2% | -22.5% | +42.7% | +27.4% |
| 6M | -2.9% | -37.7% | +34.7% | +8.2% |
| YTD | -11.9% | -39.6% | +27.6% | -1.3% |
| 1Y | -16.5% | -36.0% | +19.5% | -7.9% |
| 3Y | +12.1% | -5.1% | +17.3% | +12.0% |
| 5Y | -7.4% | -3.4% | -4.0% | -8.9% |
| 10Y | +210.7% | +215.2% | -4.6% | +136.8% |
| All | +6,642.4% | +9,030.3% | -2,387.9% | +2,397.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling