+7.4%
ABT vs BG
+20.1%
-12.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.8% |
| 7D | -5.0% | +3.7% | -8.7% | -5.1% |
| 30D | -5.8% | +12.3% | -18.1% | -6.2% |
| 3M | +16.7% | -2.2% | +19.0% | +16.7% |
| 6M | -5.2% | +5.3% | -10.6% | -5.6% |
| YTD | -16.0% | +42.4% | -58.4% | -17.8% |
| 1Y | -18.3% | +55.2% | -73.4% | -20.4% |
| All | +7.4% | +20.1% | -12.7% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling