-5.2%
ABT vs AHR
+356.1%
-361.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | -5.9% | -2.1% | -3.8% | -5.6% |
| 30D | -8.1% | +1.9% | -10.0% | -8.4% |
| 3M | +14.5% | +15.7% | -1.1% | +12.1% |
| 6M | -6.3% | +2.5% | -8.8% | -6.8% |
| YTD | -17.1% | +15.0% | -32.1% | -18.8% |
| 1Y | -21.4% | +28.1% | -49.5% | -24.1% |
| All | -5.2% | +356.1% | -361.3% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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