+6,616.3%
ABT vs BN
+15,786.9%
-9,170.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.6% |
| 7D | -5.6% | -0.3% | -5.3% | -5.5% |
| 30D | +5.2% | +13.6% | -8.4% | +2.3% |
| 3M | -2.7% | -6.7% | +3.9% | -1.3% |
| 6M | +28.8% | -9.0% | +37.8% | +31.2% |
| YTD | -12.3% | -8.8% | -3.5% | -11.1% |
| 1Y | -14.7% | -10.6% | -4.1% | -13.3% |
| 3Y | +21.6% | +98.8% | -77.2% | +1.5% |
| 5Y | -7.8% | +33.6% | -41.4% | -17.1% |
| 10Y | +222.5% | +298.3% | -75.8% | +129.0% |
| All | +6,616.3% | +15,786.9% | -9,170.6% | +2,873.9% |
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