+1,149.5%
ABT vs A
+457.0%
+692.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -3.7% | -1.9% | -1.7% | -3.4% |
| 30D | +2.5% | +6.9% | -4.4% | +1.4% |
| 3M | +20.2% | +9.2% | +10.9% | +18.4% |
| 6M | -2.9% | +25.7% | -28.6% | -6.6% |
| YTD | -11.9% | +11.5% | -23.5% | -13.8% |
| 1Y | -16.5% | +18.4% | -34.9% | -19.1% |
| 3Y | +12.1% | +26.6% | -14.5% | +6.4% |
| 5Y | -7.4% | -12.8% | +5.4% | -7.7% |
| 10Y | +210.7% | +247.2% | -36.5% | +162.5% |
| All | +1,149.5% | +457.0% | +692.4% | +654.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling