+6,616.3%
ABT vs AA
+220.7%
+6,395.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.4% | -1.7% |
| 7D | -5.6% | +5.3% | -10.9% | -6.2% |
| 30D | +5.2% | -2.3% | +7.4% | +5.3% |
| 3M | -2.7% | -20.8% | +18.1% | -0.3% |
| 6M | +28.8% | -39.8% | +68.7% | +35.4% |
| YTD | -12.3% | -23.3% | +11.0% | -11.1% |
| 1Y | -14.7% | +1.8% | -16.5% | -16.7% |
| 3Y | +21.6% | +69.5% | -48.0% | +7.1% |
| 5Y | -7.8% | -18.0% | +10.2% | -14.3% |
| 10Y | +222.5% | +45.7% | +176.8% | +147.5% |
| All | +6,616.3% | +220.7% | +6,395.6% | +3,261.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling