+6,642.4%
ABT vs BN
+15,251.3%
-8,608.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.4% |
| 7D | -3.7% | -2.5% | -1.2% | -3.2% |
| 30D | +2.5% | -9.5% | +12.0% | +4.7% |
| 3M | +20.2% | -10.4% | +30.6% | +22.9% |
| 6M | -2.9% | -6.4% | +3.4% | -1.9% |
| YTD | -11.9% | -11.9% | -0.1% | -10.1% |
| 1Y | -16.5% | -8.6% | -7.9% | -15.7% |
| 3Y | +12.1% | +77.6% | -65.4% | -4.2% |
| 5Y | -7.4% | +37.0% | -44.4% | -17.3% |
| 10Y | +210.7% | +266.4% | -55.7% | +124.2% |
| All | +6,642.4% | +15,251.3% | -8,608.9% | +2,908.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling