-5.9%
ABT vs ALL
+42.7%
-48.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.9% | +2.7% | +4.7% |
| 7D | +12.5% | +7.5% | +5.0% | +10.3% |
| 30D | +16.1% | +19.7% | -3.6% | +10.6% |
| 3M | +10.2% | +2.9% | +7.3% | +9.2% |
| 6M | +33.7% | +23.5% | +10.2% | +26.3% |
| YTD | -5.5% | +31.1% | -36.7% | -11.3% |
| 1Y | -5.9% | +40.5% | -46.4% | -15.2% |
| All | -5.9% | +42.7% | -48.6% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling