+548.6%
ABT vs ACWI
+356.8%
+191.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.7% | +0.5% | -4.2% | -4.0% |
| 30D | +2.5% | +0.9% | +1.6% | +1.9% |
| 3M | +20.2% | +2.4% | +17.8% | +18.1% |
| 6M | -2.9% | +12.4% | -15.3% | -9.9% |
| YTD | -11.9% | +15.2% | -27.1% | -19.5% |
| 1Y | -16.5% | +22.7% | -39.3% | -26.7% |
| 3Y | +12.1% | +75.8% | -63.7% | -21.8% |
| 5Y | -7.4% | +67.7% | -75.1% | -33.8% |
| 10Y | +210.7% | +229.0% | -18.3% | +52.8% |
| All | +548.6% | +356.8% | +191.8% | +158.2% |
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