-5.9%
ABT vs AS
+3.3%
-9.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.1% | +0.5% | +4.9% |
| 7D | +12.5% | +13.8% | -1.2% | +10.9% |
| 30D | +16.1% | +16.7% | -0.6% | +14.2% |
| 3M | +10.2% | -11.5% | +21.7% | +10.8% |
| 6M | +33.7% | -5.5% | +39.2% | +33.5% |
| YTD | -5.5% | -14.2% | +8.7% | -5.7% |
| 1Y | -5.9% | +2.1% | -8.0% | -4.5% |
| All | -5.9% | +3.3% | -9.2% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling