-7.4%
ABT vs ROST
+109.2%
-116.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.7% |
| 7D | -1.3% | +0.3% | -1.5% | -1.4% |
| 30D | +6.0% | +0.5% | +5.6% | +5.9% |
| 3M | -1.9% | -5.2% | +3.4% | -0.9% |
| 6M | +31.2% | +9.8% | +21.3% | +28.2% |
| YTD | -11.2% | +29.4% | -40.6% | -16.2% |
| 1Y | -14.0% | +44.4% | -58.3% | -20.5% |
| 3Y | +20.7% | +95.0% | -74.3% | +3.2% |
| All | -7.4% | +109.2% | -116.6% | -25.9% |
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