+759.6%
ABT vs BG
+1,181.2%
-421.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -4.7% | +0.5% | -5.3% | -4.8% |
| 30D | -3.1% | +10.3% | -13.4% | -4.5% |
| 3M | +16.1% | -1.9% | +18.0% | +16.2% |
| 6M | -5.3% | +5.2% | -10.6% | -6.4% |
| YTD | -14.4% | +41.2% | -55.6% | -19.0% |
| 1Y | -18.4% | +50.5% | -68.9% | -23.6% |
| 3Y | +11.2% | +19.9% | -8.7% | +6.5% |
| 5Y | -9.4% | +86.7% | -96.1% | -19.6% |
| 10Y | +209.7% | +167.5% | +42.3% | +151.7% |
| All | +759.6% | +1,181.2% | -421.5% | +478.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling