+920.9%
ABT vs AGI
+5,381.0%
-4,460.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.6% |
| 7D | -3.1% | +4.4% | -7.5% | -3.2% |
| 30D | -2.1% | +10.0% | -12.1% | -2.2% |
| 3M | +17.4% | +1.7% | +15.7% | +17.4% |
| 6M | -2.4% | -26.8% | +24.4% | -2.1% |
| YTD | -14.2% | -5.3% | -8.9% | -14.3% |
| 1Y | -18.3% | +11.5% | -29.8% | -18.6% |
| 3Y | +11.5% | +212.9% | -201.4% | +10.0% |
| 5Y | -9.9% | +388.8% | -398.7% | -11.5% |
| 10Y | +204.4% | +383.6% | -179.2% | +199.0% |
| All | +920.9% | +5,381.0% | -4,460.0% | +990.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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