+3,681.1%
ABT vs APH
+61,451.9%
-57,770.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -47.8% | +45.9% | +4.5% |
| 7D | -2.9% | -48.7% | +45.8% | +3.6% |
| 30D | +2.5% | -51.9% | +54.4% | +10.2% |
| 3M | +20.2% | -43.6% | +63.7% | +25.8% |
| 6M | -2.9% | -37.5% | +34.6% | -0.2% |
| YTD | -11.9% | -38.6% | +26.7% | -9.7% |
| 1Y | -16.5% | -26.3% | +9.8% | -16.9% |
| 3Y | +12.1% | +89.2% | -77.1% | -4.4% |
| 5Y | -7.4% | +119.8% | -127.2% | -22.9% |
| 10Y | +210.7% | +454.3% | -243.6% | +129.2% |
| All | +3,681.1% | +61,451.9% | -57,770.8% | +1,949.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling