+11.5%
ABT vs AA
+89.1%
-77.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.1% | -2.6% |
| 7D | -3.1% | +1.7% | -4.8% | -3.1% |
| 30D | -2.1% | +3.3% | -5.5% | -2.1% |
| 3M | +17.4% | -29.4% | +46.8% | +18.0% |
| 6M | -2.4% | -12.8% | +10.4% | -2.4% |
| YTD | -14.2% | -2.1% | -12.1% | -14.4% |
| 1Y | -18.3% | +62.8% | -81.1% | -19.3% |
| 3Y | +11.5% | +90.5% | -79.0% | +6.6% |
| All | +11.5% | +89.1% | -77.6% | +6.6% |
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