+201.2%
ABT vs ROP
+135.7%
+65.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | -5.0% | -8.0% | +3.0% | -1.2% |
| 30D | -5.8% | -2.7% | -3.1% | -4.7% |
| 3M | +16.7% | +16.6% | +0.1% | +8.2% |
| 6M | -5.2% | +10.4% | -15.6% | -10.2% |
| YTD | -16.0% | -12.1% | -3.9% | -11.7% |
| 1Y | -18.3% | -23.6% | +5.4% | -8.1% |
| 3Y | +9.2% | -19.3% | +28.6% | +16.7% |
| 5Y | -11.6% | -15.4% | +3.8% | -8.9% |
| All | +201.2% | +135.7% | +65.6% | +88.4% |
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