-9.4%
ABT vs ROST
+108.0%
-117.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.1% |
| 7D | -4.7% | -2.2% | -2.5% | -4.3% |
| 30D | -3.1% | -11.4% | +8.3% | -0.8% |
| 3M | +16.1% | -1.6% | +17.8% | +16.4% |
| 6M | -5.3% | +6.8% | -12.2% | -6.9% |
| YTD | -14.4% | +25.8% | -40.3% | -18.6% |
| 1Y | -18.4% | +52.4% | -70.8% | -25.3% |
| 3Y | +11.2% | +94.4% | -83.2% | -4.7% |
| 5Y | -9.4% | +108.2% | -117.6% | -27.6% |
| All | -9.4% | +108.0% | -117.4% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling