+6,784.1%
ABT vs B
+719.1%
+6,065.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.8% | -3.2% |
| 7D | +3.5% | +9.6% | -6.1% | +3.3% |
| 30D | +12.0% | +3.5% | +8.5% | +11.9% |
| 3M | +2.5% | -1.6% | +4.0% | +2.4% |
| 6M | +29.1% | -1.7% | +30.7% | +29.0% |
| YTD | -10.1% | -5.3% | -4.8% | -10.2% |
| 1Y | -9.8% | +27.2% | -37.0% | -10.6% |
| 3Y | +23.3% | +166.1% | -142.9% | +19.7% |
| 5Y | -2.4% | +136.5% | -138.9% | -5.2% |
| 10Y | +239.4% | +172.2% | +67.2% | +228.2% |
| All | +6,784.1% | +719.1% | +6,065.0% | +7,854.9% |
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