-11.8%
ABT vs APA
+95.1%
-106.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.6% | -4.6% | -0.9% |
| 7D | -5.4% | +5.1% | -10.4% | -5.1% |
| 30D | +8.0% | +0.3% | +7.7% | +7.9% |
| 3M | +0.2% | +15.6% | -15.4% | +0.4% |
| 6M | +34.1% | +28.9% | +5.2% | +34.6% |
| YTD | -10.6% | +96.6% | -107.2% | -14.3% |
| 1Y | -11.8% | +95.5% | -107.3% | -15.8% |
| All | -11.8% | +95.1% | -106.9% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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