+25.2%
ABT vs AA
+67.2%
-42.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | -0.1% |
| 7D | +1.0% | +1.2% | -0.3% | +1.0% |
| 30D | +11.6% | -5.0% | +16.6% | +11.6% |
| 3M | +2.3% | -22.2% | +24.5% | +2.2% |
| 6M | +32.7% | -36.3% | +69.1% | +32.7% |
| YTD | -9.6% | -24.2% | +14.5% | -9.9% |
| 1Y | -10.1% | +3.9% | -13.9% | -10.6% |
| 3Y | +25.2% | +67.6% | -42.4% | +20.4% |
| All | +25.2% | +67.2% | -42.0% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling