+6,820.4%
ABT vs ROL
+9,763.6%
-2,943.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | 0.0% |
| 7D | +0.3% | +7.5% | -7.2% | -1.4% |
| 30D | +11.6% | +21.1% | -9.5% | +6.7% |
| 3M | +3.1% | +3.1% | 0.0% | +2.2% |
| 6M | +32.8% | -27.4% | +60.2% | +42.6% |
| YTD | -9.6% | -34.7% | +25.1% | -0.7% |
| 1Y | -10.4% | -32.9% | +22.6% | -2.2% |
| 3Y | +25.8% | +6.1% | +19.7% | +22.5% |
| 5Y | -3.4% | +16.3% | -19.8% | -8.9% |
| 10Y | +232.9% | +214.9% | +18.0% | +152.6% |
| All | +6,820.4% | +9,763.6% | -2,943.1% | +2,412.9% |
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 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