+6,642.4%
ABT vs AA
+295.2%
+6,347.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.2% |
| 7D | -3.7% | -0.7% | -3.0% | -3.6% |
| 30D | +2.5% | +5.0% | -2.5% | +1.8% |
| 3M | +20.2% | -35.8% | +56.0% | +25.9% |
| 6M | -2.9% | -18.4% | +15.5% | -1.8% |
| YTD | -11.9% | -5.5% | -6.5% | -12.8% |
| 1Y | -16.5% | +61.0% | -77.5% | -23.0% |
| 3Y | +12.1% | +66.2% | -54.1% | -0.8% |
| 5Y | -7.4% | +11.4% | -18.8% | -17.5% |
| 10Y | +210.7% | +116.9% | +93.8% | +126.3% |
| All | +6,642.4% | +295.2% | +6,347.3% | +3,199.6% |
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 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