+209.9%
ON vs ABT
+1,149.5%
-939.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +2.4% | -3.7% | +6.1% | +4.1% |
| 30D | -3.3% | +2.5% | -5.8% | -4.6% |
| 3M | -43.6% | +20.2% | -63.8% | -49.1% |
| 6M | +19.0% | -2.9% | +21.9% | +17.8% |
| YTD | +37.4% | -11.9% | +49.3% | +42.0% |
| 1Y | +54.8% | -16.5% | +71.3% | +63.6% |
| 3Y | -25.2% | +12.1% | -37.3% | -33.8% |
| 5Y | +62.7% | -7.4% | +70.1% | +59.1% |
| 10Y | +574.3% | +210.7% | +363.7% | +274.1% |
| All | +209.9% | +1,149.5% | -939.6% | +27.3% |
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