+591.8%
ON vs ABT
+205.6%
+386.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | 0.0% |
| 7D | -1.9% | -4.7% | +2.9% | +0.5% |
| 30D | -11.0% | -3.1% | -7.9% | -9.8% |
| 3M | -39.3% | +16.1% | -55.5% | -45.0% |
| 6M | +19.8% | -5.3% | +25.2% | +20.9% |
| YTD | +31.1% | -14.4% | +45.5% | +39.8% |
| 1Y | +46.0% | -18.4% | +64.4% | +59.5% |
| 3Y | -27.5% | +11.2% | -38.7% | -38.2% |
| 5Y | +56.9% | -9.4% | +66.3% | +53.8% |
| 10Y | +591.8% | +209.7% | +382.1% | +193.9% |
| All | +591.8% | +205.6% | +386.2% | +193.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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