+197.1%
ABT vs A
+256.4%
-59.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.0% | -2.5% |
| 7D | -5.9% | -2.6% | -3.3% | -4.9% |
| 30D | -8.1% | -0.9% | -7.2% | -7.9% |
| 3M | +14.5% | +13.6% | +0.9% | +8.0% |
| 6M | -6.3% | +27.8% | -34.1% | -16.9% |
| YTD | -17.1% | +8.6% | -25.7% | -21.2% |
| 1Y | -21.4% | +16.9% | -38.2% | -28.1% |
| 3Y | +5.9% | +32.9% | -27.0% | -14.0% |
| 5Y | -12.8% | -14.1% | +1.3% | -11.9% |
| All | +197.1% | +256.4% | -59.3% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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