+3,428.7%
ABT vs ROP
+30,173.0%
-26,744.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.7% | +1.1% |
| 7D | -1.3% | +0.7% | -2.0% | -1.4% |
| 30D | +6.0% | +28.8% | -22.7% | +1.5% |
| 3M | -1.9% | +21.1% | -22.9% | -5.1% |
| 6M | +31.2% | +52.5% | -21.4% | +21.9% |
| YTD | -11.2% | +8.9% | -20.1% | -13.0% |
| 1Y | -14.0% | +8.2% | -22.2% | -15.6% |
| 3Y | +20.7% | -5.2% | +25.8% | +20.6% |
| 5Y | -6.7% | +1.7% | -8.4% | -7.9% |
| 10Y | +226.3% | +185.4% | +40.9% | +179.2% |
| All | +3,428.7% | +30,173.0% | -26,744.2% | +2,021.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling