-7.0%
ABT vs APH
+120.4%
-127.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -47.8% | +45.9% | +2.4% |
| 7D | -2.9% | -48.7% | +45.8% | +1.5% |
| 30D | +2.5% | -51.9% | +54.4% | +7.8% |
| 3M | +20.2% | -43.6% | +63.7% | +23.2% |
| 6M | -2.9% | -37.5% | +34.6% | -2.5% |
| YTD | -11.9% | -38.6% | +26.7% | -11.9% |
| 1Y | -16.5% | -26.3% | +9.8% | -20.0% |
| 3Y | +12.1% | +89.2% | -77.1% | -24.1% |
| All | -7.0% | +120.4% | -127.4% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling