+228.6%
ABT vs ROP
+183.0%
+45.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.7% | -1.4% |
| 7D | -5.4% | -2.9% | -2.4% | -4.0% |
| 30D | +8.0% | +30.1% | -22.1% | -4.7% |
| 3M | +0.2% | +19.9% | -19.7% | -8.3% |
| 6M | +34.1% | +46.0% | -11.9% | +11.3% |
| YTD | -10.6% | +8.4% | -19.0% | -15.1% |
| 1Y | -11.8% | +8.8% | -20.6% | -16.5% |
| 3Y | +23.9% | -5.6% | +29.5% | +23.3% |
| 5Y | -5.1% | +3.0% | -8.1% | -11.1% |
| 10Y | +228.6% | +184.0% | +44.6% | +86.1% |
| All | +228.6% | +183.0% | +45.6% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling