+4,027.3%
ABT vs ALL
+3,584.0%
+443.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +0.3% | -3.9% | +4.2% | +1.4% |
| 30D | +11.6% | +10.6% | +1.0% | +8.8% |
| 3M | +3.1% | -4.6% | +7.7% | +4.2% |
| 6M | +32.8% | +20.2% | +12.6% | +26.4% |
| YTD | -9.6% | +23.7% | -33.3% | -14.9% |
| 1Y | -10.4% | +27.9% | -38.3% | -16.3% |
| 3Y | +25.8% | +109.2% | -83.3% | +2.4% |
| 5Y | -3.4% | +148.0% | -151.4% | -25.7% |
| 10Y | +232.9% | +363.8% | -130.9% | +116.7% |
| All | +4,027.3% | +3,584.0% | +443.3% | +1,595.1% |
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