-11.3%
ABT vs BR
+8.0%
-19.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -5.9% | -3.0% | -2.9% | -4.8% |
| 30D | -8.1% | -0.3% | -7.8% | -8.0% |
| 3M | +14.5% | +17.3% | -2.8% | +7.6% |
| 6M | -6.3% | -6.7% | +0.4% | -4.5% |
| YTD | -17.1% | -23.4% | +6.3% | -9.1% |
| 1Y | -21.4% | -32.7% | +11.3% | -9.0% |
| 3Y | +5.9% | -5.9% | +11.8% | +4.4% |
| All | -11.3% | +8.0% | -19.3% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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