-5.9%
ABT vs AA
+13.9%
-19.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.8% | +2.8% | +5.7% |
| 7D | +12.5% | +0.9% | +11.6% | +12.5% |
| 30D | +16.1% | -6.4% | +22.6% | +15.9% |
| 3M | +10.2% | -13.0% | +23.2% | +9.8% |
| 6M | +33.7% | -34.6% | +68.3% | +32.6% |
| YTD | -5.5% | -23.0% | +17.5% | -6.6% |
| 1Y | -5.9% | +16.0% | -21.9% | -7.9% |
| All | -5.9% | +13.9% | -19.8% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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