+6,642.4%
ABT vs ROST
+70,186.3%
-63,543.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -3.7% | +0.9% | -4.6% | -3.8% |
| 30D | +2.5% | -8.9% | +11.4% | +3.7% |
| 3M | +20.2% | -0.8% | +21.0% | +20.2% |
| 6M | -2.9% | +8.5% | -11.4% | -4.2% |
| YTD | -11.9% | +28.6% | -40.5% | -15.0% |
| 1Y | -16.5% | +52.3% | -68.9% | -21.3% |
| 3Y | +12.1% | +94.8% | -82.7% | +1.8% |
| 5Y | -7.4% | +110.8% | -118.2% | -17.8% |
| 10Y | +210.7% | +304.5% | -93.8% | +150.1% |
| All | +6,642.4% | +70,186.3% | -63,543.9% | +3,048.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling