+11.5%
ABT vs ROP
-18.5%
+30.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -1.8% |
| 7D | -3.1% | -5.4% | +2.3% | -1.6% |
| 30D | -2.1% | -1.6% | -0.5% | -1.8% |
| 3M | +17.4% | +18.8% | -1.4% | +12.1% |
| 6M | -2.4% | +8.2% | -10.6% | -5.1% |
| YTD | -14.2% | -10.5% | -3.7% | -12.8% |
| 1Y | -18.3% | -23.7% | +5.4% | -13.5% |
| 3Y | +11.5% | -17.9% | +29.4% | +15.5% |
| All | +11.5% | -18.5% | +30.0% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling