+1,144.6%
ABT vs A
+539.8%
+604.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.4% | -1.5% |
| 7D | -5.6% | +0.7% | -6.3% | -5.7% |
| 30D | +5.2% | +0.8% | +4.3% | +4.9% |
| 3M | -2.7% | +16.9% | -19.6% | -5.1% |
| 6M | +28.8% | +53.8% | -24.9% | +20.2% |
| YTD | -12.3% | +28.1% | -40.4% | -16.0% |
| 1Y | -14.7% | +15.0% | -29.7% | -17.0% |
| 3Y | +21.6% | +63.1% | -41.5% | +11.0% |
| 5Y | -7.8% | +11.5% | -19.2% | -11.4% |
| 10Y | +222.5% | +303.2% | -80.7% | +166.2% |
| All | +1,144.6% | +539.8% | +604.8% | +634.6% |
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