-9.4%
ABT vs APA
+177.1%
-186.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.2% | -0.4% |
| 7D | -4.7% | +0.3% | -5.1% | -4.8% |
| 30D | -3.1% | +9.3% | -12.4% | -3.5% |
| 3M | +16.1% | +23.3% | -7.2% | +15.1% |
| 6M | -5.3% | +39.5% | -44.8% | -7.0% |
| YTD | -14.4% | +87.6% | -102.1% | -17.2% |
| 1Y | -18.4% | +114.2% | -132.6% | -21.7% |
| 3Y | +11.2% | +13.6% | -2.4% | +9.5% |
| 5Y | -9.4% | +175.6% | -185.0% | -12.4% |
| All | -9.4% | +177.1% | -186.4% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling