+11.5%
ABT vs AG
+272.3%
-260.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.5% | -2.6% |
| 7D | -3.1% | +4.5% | -7.6% | -3.1% |
| 30D | -2.1% | +12.9% | -15.0% | -2.2% |
| 3M | +17.4% | +20.9% | -3.5% | +17.4% |
| 6M | -2.4% | -19.5% | +17.1% | -2.1% |
| YTD | -14.2% | +24.8% | -39.0% | -14.6% |
| 1Y | -18.3% | +120.2% | -138.6% | -19.6% |
| 3Y | +11.5% | +279.0% | -267.5% | +7.0% |
| All | +11.5% | +272.3% | -260.8% | +7.0% |
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 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