+25.8%
ABT vs AG
+232.7%
-206.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.7% | -4.2% | +0.5% |
| 7D | +0.3% | +10.8% | -10.5% | +0.3% |
| 30D | +11.6% | -8.2% | +19.8% | +11.6% |
| 3M | +3.1% | -13.7% | +16.8% | +3.1% |
| 6M | +32.8% | -27.3% | +60.1% | +33.0% |
| YTD | -9.6% | -4.6% | -5.0% | -9.9% |
| 1Y | -10.4% | +39.4% | -49.7% | -11.3% |
| 3Y | +25.8% | +244.1% | -218.3% | +19.9% |
| All | +25.8% | +232.7% | -206.8% | +19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling