+234.1%
ABT vs AG
+76.0%
+158.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +1.3% |
| 7D | -1.3% | -10.0% | +8.7% | -1.0% |
| 30D | +6.0% | -10.5% | +16.5% | +6.3% |
| 3M | -1.9% | -27.3% | +25.4% | -1.0% |
| 6M | +31.2% | -43.0% | +74.2% | +33.1% |
| YTD | -11.2% | -17.9% | +6.7% | -11.6% |
| 1Y | -14.0% | +11.9% | -25.9% | -15.4% |
| 3Y | +20.7% | +201.8% | -181.1% | +11.9% |
| 5Y | -6.7% | -0.1% | -6.6% | -10.5% |
| All | +234.1% | +76.0% | +158.1% | +209.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling