+11.5%
ABT vs BN
+79.0%
-67.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -2.3% |
| 7D | -3.1% | -1.2% | -1.9% | -3.0% |
| 30D | -2.1% | -10.9% | +8.8% | -0.7% |
| 3M | +17.4% | -11.1% | +28.5% | +19.1% |
| 6M | -2.4% | -4.4% | +2.0% | -2.0% |
| YTD | -14.2% | -14.1% | -0.1% | -13.0% |
| 1Y | -18.3% | -11.1% | -7.3% | -17.7% |
| 3Y | +11.5% | +75.6% | -64.0% | +1.5% |
| All | +11.5% | +79.0% | -67.5% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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