+23.3%
ABT vs APH
+258.9%
-235.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.1% | -7.3% | -3.1% |
| 7D | +3.5% | -5.9% | +9.5% | +3.3% |
| 30D | +12.0% | -14.8% | +26.8% | +11.6% |
| 3M | +2.5% | -12.4% | +14.9% | +2.1% |
| 6M | +29.1% | +8.1% | +21.0% | +28.3% |
| YTD | -10.1% | +10.9% | -21.0% | -10.5% |
| 1Y | -9.8% | +8.8% | -18.6% | -10.3% |
| 3Y | +23.3% | +262.1% | -238.8% | +8.2% |
| All | +23.3% | +258.9% | -235.7% | +8.2% |
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