+6,642.4%
ABT vs APA
+815.8%
+5,826.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.1% |
| 7D | -3.7% | +0.5% | -4.2% | -3.7% |
| 30D | +2.5% | +23.4% | -20.9% | +0.6% |
| 3M | +20.2% | +12.7% | +7.5% | +18.7% |
| 6M | -2.9% | +39.4% | -42.3% | -6.3% |
| YTD | -11.9% | +79.0% | -90.9% | -16.9% |
| 1Y | -16.5% | +88.8% | -105.4% | -21.9% |
| 3Y | +12.1% | +6.4% | +5.8% | +8.6% |
| 5Y | -7.4% | +153.0% | -160.4% | -19.3% |
| 10Y | +210.7% | +7.5% | +203.1% | +162.4% |
| All | +6,642.4% | +815.8% | +5,826.6% | +4,642.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling