-4.5%
ABT vs AA
-10.5%
+5.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +0.2% |
| 7D | +1.0% | +1.2% | -0.3% | +0.9% |
| 30D | +11.6% | -5.0% | +16.6% | +11.8% |
| 3M | +2.3% | -22.2% | +24.5% | +3.4% |
| 6M | +32.7% | -36.3% | +69.1% | +35.1% |
| YTD | -9.6% | -24.2% | +14.5% | -9.3% |
| 1Y | -10.1% | +3.9% | -13.9% | -11.5% |
| 3Y | +25.2% | +67.6% | -42.4% | +15.2% |
| 5Y | -4.5% | -8.8% | +4.3% | -5.4% |
| All | -4.5% | -10.5% | +5.9% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling