-16.8%
ABT vs AG
+130.7%
-147.4%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.3% | -0.2% |
| 7D | -4.7% | -0.1% | -4.6% | -4.7% |
| 30D | -3.1% | +12.5% | -15.6% | -3.0% |
| 3M | +16.1% | +28.2% | -12.0% | +16.6% |
| 6M | -5.3% | -18.8% | +13.5% | -5.0% |
| YTD | -14.4% | +27.4% | -41.8% | -14.9% |
| All | -16.8% | +130.7% | -147.4% | -20.2% |
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