-11.8%
ABT vs AG
+23.1%
-34.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | +0.1% | -1.1% |
| 7D | -5.4% | -4.0% | -1.4% | -5.4% |
| 30D | +8.0% | -13.1% | +21.1% | +7.7% |
| 3M | +0.2% | -22.0% | +22.3% | -0.2% |
| 6M | +34.1% | -37.3% | +71.4% | +33.9% |
| YTD | -10.6% | -11.2% | +0.6% | -11.8% |
| 1Y | -11.8% | +23.9% | -35.8% | -14.9% |
| All | -11.8% | +23.1% | -34.9% | -14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling