-9.9%
ABT vs AG
+65.4%
-75.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.5% | -2.6% |
| 7D | -3.1% | +4.5% | -7.6% | -3.2% |
| 30D | -2.1% | +12.9% | -15.0% | -2.5% |
| 3M | +17.4% | +20.9% | -3.5% | +16.7% |
| 6M | -2.4% | -19.5% | +17.1% | -2.0% |
| YTD | -14.2% | +24.8% | -39.0% | -15.5% |
| 1Y | -18.3% | +120.2% | -138.6% | -21.8% |
| 3Y | +11.5% | +279.0% | -267.5% | +1.7% |
| 5Y | -9.9% | +67.9% | -77.8% | -16.6% |
| All | -9.9% | +65.4% | -75.3% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling