+968.6%
ABT vs BB
+338.1%
+630.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.2% |
| 7D | -5.4% | +7.3% | -12.7% | -5.6% |
| 30D | +8.0% | +11.2% | -3.2% | +7.5% |
| 3M | +0.2% | +4.7% | -4.5% | -0.2% |
| 6M | +34.1% | +51.1% | -17.0% | +31.1% |
| YTD | -10.6% | +148.0% | -158.6% | -14.5% |
| 1Y | -11.8% | +106.1% | -117.9% | -15.1% |
| 3Y | +23.9% | +158.2% | -134.4% | +16.6% |
| 5Y | -5.1% | -10.8% | +5.7% | -8.0% |
| 10Y | +228.6% | +29.3% | +199.3% | +203.2% |
| All | +968.6% | +338.1% | +630.5% | +902.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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