+908.1%
ABT vs VO
+825.5%
+82.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.4% |
| 7D | -5.6% | +2.9% | -8.5% | -7.1% |
| 30D | +5.2% | +1.0% | +4.2% | +4.5% |
| 3M | -2.7% | -1.7% | -1.0% | -1.9% |
| 6M | +28.8% | +6.7% | +22.2% | +24.0% |
| YTD | -12.3% | +14.0% | -26.3% | -18.7% |
| 1Y | -14.7% | +13.7% | -28.4% | -20.8% |
| 3Y | +21.6% | +65.8% | -44.3% | -9.6% |
| 5Y | -7.8% | +36.6% | -44.4% | -24.1% |
| 10Y | +222.5% | +198.9% | +23.5% | +74.8% |
| All | +908.1% | +825.5% | +82.6% | +219.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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