+6,817.3%
ABT vs AA
+217.0%
+6,600.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +0.5% |
| 7D | +1.0% | +1.2% | -0.3% | +0.8% |
| 30D | +11.6% | -5.0% | +16.6% | +12.1% |
| 3M | +2.3% | -22.2% | +24.5% | +5.0% |
| 6M | +32.7% | -36.3% | +69.1% | +38.6% |
| YTD | -9.6% | -24.2% | +14.5% | -8.3% |
| 1Y | -10.1% | +3.9% | -13.9% | -12.4% |
| 3Y | +25.2% | +67.6% | -42.4% | +10.5% |
| 5Y | -4.5% | -8.8% | +4.3% | -12.6% |
| 10Y | +228.3% | +45.0% | +183.3% | +152.0% |
| All | +6,817.3% | +217.0% | +6,600.3% | +3,366.8% |
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