+644.0%
ABT vs AG
+439.9%
+204.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.1% |
| YTD | -14.2% | +24.8% | -39.0% | -15.3% |
| 1Y | -18.3% | +120.2% | -138.6% | -20.8% |
| 3Y | +11.5% | +279.0% | -267.5% | +5.2% |
| 5Y | -9.9% | +67.9% | -77.8% | -13.7% |
| 10Y | +204.4% | +57.5% | +146.9% | +186.1% |
| All | +644.0% | +439.9% | +204.1% | +518.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling