+234.1%
ABT vs B
+216.6%
+17.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.8% | +1.2% |
| 7D | -1.3% | -7.3% | +6.0% | -0.6% |
| 30D | +6.0% | -3.3% | +9.4% | +6.3% |
| 3M | -1.9% | -7.8% | +5.9% | -1.4% |
| 6M | +31.2% | -15.5% | +46.7% | +32.6% |
| YTD | -11.2% | -12.3% | +1.0% | -11.1% |
| 1Y | -14.0% | +5.4% | -19.3% | -15.4% |
| 3Y | +20.7% | +165.5% | -144.9% | +6.8% |
| 5Y | -6.7% | +107.0% | -113.7% | -16.4% |
| All | +234.1% | +216.6% | +17.5% | +190.4% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 10y: compounded portfolio wealth divided by compounded B 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…
10y analysis · Full analysis span regression · 6 months rolling