-14.0%
ABT vs ROP
+6.9%
-20.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.7% | +1.0% |
| 7D | -1.3% | +0.7% | -2.0% | -1.5% |
| 30D | +6.0% | +28.8% | -22.7% | -1.2% |
| 3M | -1.9% | +21.1% | -22.9% | -7.0% |
| 6M | +31.2% | +52.5% | -21.4% | +17.8% |
| YTD | -11.2% | +8.9% | -20.1% | -16.8% |
| 1Y | -14.0% | +8.2% | -22.2% | -19.1% |
| All | -14.0% | +6.9% | -20.8% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling