-9.4%
ABT vs BN
+33.2%
-42.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.2% |
| 7D | -4.7% | -3.0% | -1.7% | -4.1% |
| 30D | -3.1% | -13.0% | +9.9% | 0.0% |
| 3M | +16.1% | -15.2% | +31.4% | +20.5% |
| 6M | -5.3% | -5.9% | +0.6% | -4.4% |
| YTD | -14.4% | -15.8% | +1.3% | -11.7% |
| 1Y | -18.4% | -12.2% | -6.2% | -16.9% |
| 3Y | +11.2% | +72.2% | -61.0% | -10.1% |
| 5Y | -9.4% | +33.2% | -42.6% | -22.0% |
| All | -9.4% | +33.2% | -42.6% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling