+562.3%
ABT vs ACWI
+330.0%
+232.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +3.5% | -2.4% | +5.9% | +5.0% |
| 30D | +12.0% | -5.2% | +17.2% | +15.4% |
| 3M | +2.5% | -4.8% | +7.3% | +5.3% |
| 6M | +29.1% | -1.3% | +30.4% | +29.3% |
| YTD | -10.1% | +8.4% | -18.5% | -15.0% |
| 1Y | -9.8% | +11.0% | -20.9% | -16.0% |
| 3Y | +23.3% | +70.6% | -47.3% | -12.7% |
| 5Y | -2.4% | +55.3% | -57.7% | -27.0% |
| 10Y | +239.4% | +223.2% | +16.2% | +69.0% |
| All | +562.3% | +330.0% | +232.3% | +172.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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