-9.9%
ABT vs A
-14.2%
+4.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | +0.1% | -1.8% |
| 7D | -3.1% | -2.1% | -1.1% | -2.5% |
| 30D | -2.1% | +0.6% | -2.7% | -2.4% |
| 3M | +17.4% | +10.9% | +6.5% | +13.6% |
| 6M | -2.4% | +28.2% | -30.5% | -10.1% |
| YTD | -14.2% | +8.6% | -22.8% | -16.9% |
| 1Y | -18.3% | +15.5% | -33.9% | -22.7% |
| 3Y | +11.5% | +31.8% | -20.3% | -4.0% |
| 5Y | -9.9% | -14.9% | +5.0% | -5.4% |
| All | -9.9% | -14.2% | +4.4% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling