-18.3%
ABT vs A
+14.6%
-32.8%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.6% |
| 7D | -5.0% | -4.6% | -0.4% | -4.2% |
| 30D | -5.8% | -4.3% | -1.5% | -5.1% |
| 3M | +16.7% | +8.9% | +7.8% | +14.9% |
| 6M | -5.2% | +24.5% | -29.8% | -9.2% |
| YTD | -16.0% | +5.8% | -21.8% | -16.7% |
| 1Y | -18.3% | +16.2% | -34.5% | -18.8% |
| All | -18.3% | +14.6% | -32.8% | -18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling