+25.2%
ABT vs ROP
-5.2%
+30.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +1.0% | +0.2% | +0.8% | +1.0% |
| 30D | +11.6% | +30.3% | -18.7% | +3.7% |
| 3M | +2.3% | +17.8% | -15.5% | -2.3% |
| 6M | +32.7% | +38.9% | -6.1% | +20.9% |
| YTD | -9.6% | +7.6% | -17.3% | -12.6% |
| 1Y | -10.1% | +6.5% | -16.6% | -12.8% |
| 3Y | +25.2% | -6.3% | +31.5% | +23.4% |
| All | +25.2% | -5.2% | +30.4% | +23.4% |
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 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