+197.1%
ABT vs ROST
+317.9%
-120.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.7% | -1.9% |
| 7D | -5.9% | +0.2% | -6.1% | -5.9% |
| 30D | -8.1% | -6.9% | -1.2% | -6.7% |
| 3M | +14.5% | -3.3% | +17.8% | +15.2% |
| 6M | -6.3% | +9.0% | -15.3% | -8.5% |
| YTD | -17.1% | +28.9% | -46.0% | -22.1% |
| 1Y | -21.4% | +54.0% | -75.3% | -29.0% |
| 3Y | +5.9% | +100.7% | -94.8% | -11.3% |
| 5Y | -12.8% | +116.0% | -128.8% | -29.9% |
| All | +197.1% | +317.9% | -120.7% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 10y: compounded portfolio wealth divided by compounded ROST 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…
10y analysis · Full analysis span regression · 6 months rolling