-4.5%
ABT vs ROP
+0.5%
-5.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | +1.0% | +0.2% | +0.8% | +1.0% |
| 30D | +11.6% | +30.3% | -18.7% | +0.4% |
| 3M | +2.3% | +17.8% | -15.5% | -4.3% |
| 6M | +32.7% | +38.9% | -6.1% | +15.7% |
| YTD | -9.6% | +7.6% | -17.3% | -12.9% |
| 1Y | -10.1% | +6.5% | -16.6% | -12.9% |
| 3Y | +25.2% | -6.3% | +31.5% | +25.1% |
| 5Y | -4.5% | +0.9% | -5.5% | -12.3% |
| All | -4.5% | +0.5% | -5.0% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling