-9.9%
ABT vs ABCL
-39.9%
+30.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -3.1% | +1.4% | -4.5% | -3.2% |
| 30D | -2.1% | +65.1% | -67.2% | -4.8% |
| 3M | +17.4% | +111.1% | -93.6% | +12.3% |
| 6M | -2.4% | +231.6% | -234.0% | -9.5% |
| YTD | -14.2% | +234.5% | -248.7% | -21.0% |
| 1Y | -18.3% | +174.3% | -192.7% | -24.3% |
| 3Y | +11.5% | +111.5% | -100.0% | +3.4% |
| 5Y | -9.9% | -37.3% | +27.4% | -10.1% |
| All | -9.9% | -39.9% | +30.0% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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