-2.1%
ABT vs AUR
-35.0%
+32.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -4.7% | +11.1% | -15.9% | -5.1% |
| 30D | -3.1% | -6.9% | +3.8% | -3.0% |
| 3M | +16.1% | +5.5% | +10.6% | +15.7% |
| 6M | -5.3% | +41.0% | -46.3% | -7.0% |
| YTD | -14.4% | +69.3% | -83.7% | -16.6% |
| 1Y | -18.4% | +14.0% | -32.4% | -19.4% |
| 3Y | +11.2% | +90.1% | -78.9% | +3.1% |
| 5Y | -9.4% | -34.4% | +25.0% | -13.0% |
| All | -2.1% | -35.0% | +32.9% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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