-11.8%
ABT vs ALL
+30.4%
-42.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -5.4% | -2.6% | -2.8% | -4.6% |
| 30D | +8.0% | +12.7% | -4.7% | +4.7% |
| 3M | +0.2% | +0.4% | -0.2% | +0.2% |
| 6M | +34.1% | +23.8% | +10.4% | +27.3% |
| YTD | -10.6% | +27.8% | -38.4% | -15.0% |
| 1Y | -11.8% | +28.9% | -40.7% | -16.3% |
| All | -11.8% | +30.4% | -42.3% | -16.3% |
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