+6,642.4%
ABT vs BP
+1,327.5%
+5,314.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.5% |
| 7D | -3.7% | +3.9% | -7.6% | -4.4% |
| 30D | +2.5% | +7.6% | -5.1% | +1.0% |
| 3M | +20.2% | +0.7% | +19.5% | +19.6% |
| 6M | -2.9% | +15.5% | -18.4% | -6.3% |
| YTD | -11.9% | +30.8% | -42.8% | -17.2% |
| 1Y | -16.5% | +34.3% | -50.9% | -22.1% |
| 3Y | +12.1% | +35.1% | -22.9% | +3.2% |
| 5Y | -7.4% | +126.8% | -134.2% | -25.0% |
| 10Y | +210.7% | +123.4% | +87.3% | +140.2% |
| All | +6,642.4% | +1,327.5% | +5,314.9% | +3,037.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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