+6,616.3%
ABT vs APA
+925.7%
+5,690.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.8% | -2.0% |
| 7D | -5.6% | +9.6% | -15.2% | -6.3% |
| 30D | +5.2% | -0.2% | +5.4% | +5.0% |
| 3M | -2.7% | +19.8% | -22.5% | -4.5% |
| 6M | +28.8% | +30.1% | -1.2% | +25.4% |
| YTD | -12.3% | +100.4% | -112.7% | -18.3% |
| 1Y | -14.7% | +105.2% | -119.9% | -20.7% |
| 3Y | +21.6% | +44.6% | -23.0% | +14.4% |
| 5Y | -7.8% | +88.8% | -96.6% | -17.2% |
| 10Y | +222.5% | +6.6% | +215.9% | +173.0% |
| All | +6,616.3% | +925.7% | +5,690.6% | +4,567.5% |
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