+20.7%
ABT vs APH
+269.8%
-249.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.1% |
| 7D | -1.3% | +4.9% | -6.2% | -1.1% |
| 30D | +6.0% | -5.4% | +11.4% | +5.9% |
| 3M | -1.9% | -5.5% | +3.6% | -2.0% |
| 6M | +31.2% | +25.9% | +5.3% | +30.3% |
| YTD | -11.2% | +16.4% | -27.6% | -11.5% |
| 1Y | -14.0% | +16.5% | -30.4% | -14.2% |
| 3Y | +20.7% | +270.9% | -250.2% | +5.0% |
| All | +20.7% | +269.8% | -249.2% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 3y: compounded portfolio wealth divided by compounded APH 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…
3y analysis · Full analysis span regression · 6 months rolling