-18.3%
ABT vs B
+56.5%
-74.8%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.6% |
| 7D | -3.1% | +2.3% | -5.5% | -3.2% |
| 30D | -2.1% | +1.4% | -3.5% | -2.1% |
| 3M | +17.4% | +12.2% | +5.2% | +17.4% |
| 6M | -2.4% | -2.1% | -0.3% | -2.1% |
| YTD | -14.2% | +2.9% | -17.2% | -14.9% |
| 1Y | -18.3% | +55.3% | -73.6% | -20.8% |
| All | -18.3% | +56.5% | -74.8% | -20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling