-9.9%
ABT vs ALL
+117.0%
-126.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | -1.9% |
| 7D | -3.1% | -1.7% | -1.4% | -2.7% |
| 30D | -2.1% | -4.7% | +2.6% | -0.9% |
| 3M | +17.4% | +18.4% | -0.9% | +12.0% |
| 6M | -2.4% | +20.5% | -22.9% | -7.4% |
| YTD | -14.2% | +23.5% | -37.8% | -19.3% |
| 1Y | -18.3% | +29.0% | -47.3% | -24.2% |
| 3Y | +11.5% | +153.7% | -142.2% | -16.1% |
| 5Y | -9.9% | +114.8% | -124.7% | -29.0% |
| All | -9.9% | +117.0% | -126.9% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling