-14.0%
ABT vs APA
+107.6%
-121.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.5% | +1.3% |
| 7D | -1.3% | +8.5% | -9.8% | -0.9% |
| 30D | +6.0% | +2.8% | +3.3% | +6.1% |
| 3M | -1.9% | +21.7% | -23.6% | -1.6% |
| 6M | +31.2% | +32.6% | -1.4% | +31.7% |
| YTD | -11.2% | +103.7% | -114.9% | -15.3% |
| 1Y | -14.0% | +101.8% | -115.8% | -18.1% |
| All | -14.0% | +107.6% | -121.6% | -18.1% |
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