+6,642.4%
ABT vs B
+803.7%
+5,838.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.4% |
| 7D | -3.7% | -1.6% | -2.1% | -3.6% |
| 30D | +2.5% | +9.4% | -7.0% | +2.2% |
| 3M | +20.2% | +5.0% | +15.2% | +20.0% |
| 6M | -2.9% | -3.5% | +0.6% | -3.0% |
| YTD | -11.9% | +4.5% | -16.4% | -12.2% |
| 1Y | -16.5% | +67.8% | -84.3% | -17.9% |
| 3Y | +12.1% | +196.7% | -184.6% | +8.6% |
| 5Y | -7.4% | +151.9% | -159.3% | -10.2% |
| 10Y | +210.7% | +202.2% | +8.5% | +199.8% |
| All | +6,642.4% | +803.7% | +5,838.7% | +7,674.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling