+3,401.0%
ABT vs ROP
+25,523.2%
-22,122.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.1% | +0.2% |
| 7D | -3.7% | -4.4% | +0.8% | -2.9% |
| 30D | +2.5% | +3.2% | -0.8% | +1.9% |
| 3M | +20.2% | +23.1% | -2.9% | +16.0% |
| 6M | -2.9% | +13.3% | -16.2% | -5.1% |
| YTD | -11.9% | -7.9% | -4.1% | -11.1% |
| 1Y | -16.5% | -22.1% | +5.5% | -13.4% |
| 3Y | +12.1% | -16.8% | +28.9% | +14.7% |
| 5Y | -7.4% | -13.5% | +6.1% | -6.0% |
| 10Y | +210.7% | +137.7% | +73.0% | +174.2% |
| All | +3,401.0% | +25,523.2% | -22,122.2% | +2,067.4% |
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