+190.0%
ON vs ABT
+1,181.9%
-991.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.7% |
| 7D | -4.1% | +1.0% | -5.1% | -4.6% |
| 30D | -10.2% | +11.6% | -21.8% | -14.9% |
| 3M | -12.7% | +2.3% | -15.1% | -14.4% |
| 6M | -32.5% | +32.7% | -65.3% | -42.6% |
| YTD | +28.6% | -9.6% | +38.2% | +30.5% |
| 1Y | +43.4% | -10.1% | +53.5% | +45.7% |
| 3Y | +3.3% | +25.2% | -21.9% | -13.8% |
| 5Y | +22.5% | -4.5% | +27.0% | +17.6% |
| 10Y | +535.7% | +228.3% | +307.4% | +242.4% |
| All | +190.0% | +1,181.9% | -991.8% | +17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling