+952.7%
ABT vs BB
+258.8%
+693.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.7% | -5.6% | +2.0% | -3.5% |
| 30D | +2.5% | -11.8% | +14.3% | +2.9% |
| 3M | +20.2% | -25.5% | +45.7% | +21.0% |
| 6M | -2.9% | +121.3% | -124.2% | -6.6% |
| YTD | -11.9% | +103.2% | -115.1% | -15.0% |
| 1Y | -16.5% | +102.6% | -119.2% | -19.6% |
| 3Y | +12.1% | +37.5% | -25.4% | +8.2% |
| 5Y | -7.4% | -30.4% | +23.0% | -9.3% |
| 10Y | +210.7% | 0.0% | +210.7% | +189.7% |
| All | +952.7% | +258.8% | +693.9% | +896.3% |
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