+3,921.1%
ABT vs ALL
+3,667.9%
+253.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | +2.5% | -1.5% | +4.0% | +2.8% |
| 3M | +20.2% | +23.6% | -3.4% | +13.6% |
| 6M | -2.9% | +22.3% | -25.3% | -8.0% |
| YTD | -11.9% | +26.5% | -38.4% | -17.5% |
| 1Y | -16.5% | +27.0% | -43.6% | -21.9% |
| 3Y | +12.1% | +149.6% | -137.5% | -12.9% |
| 5Y | -7.4% | +118.1% | -125.5% | -26.5% |
| 10Y | +210.7% | +369.0% | -158.3% | +101.7% |
| All | +3,921.1% | +3,667.9% | +253.2% | +1,543.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling