-7.4%
ABT vs APH
+289.4%
-296.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.3% |
| 7D | -1.3% | +4.9% | -6.2% | -1.7% |
| 30D | +6.0% | -5.4% | +11.4% | +6.4% |
| 3M | -1.9% | -5.5% | +3.6% | -1.8% |
| 6M | +31.2% | +25.9% | +5.3% | +25.0% |
| YTD | -11.2% | +16.4% | -27.6% | -15.2% |
| 1Y | -14.0% | +16.5% | -30.4% | -18.0% |
| 3Y | +20.7% | +270.9% | -250.2% | -23.9% |
| All | -7.4% | +289.4% | -296.7% | -44.9% |
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