+529.7%
ABT vs BR
+1,286.0%
-756.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -1.7% |
| 7D | -3.1% | -5.9% | +2.8% | -1.0% |
| 30D | -2.1% | +1.9% | -4.0% | -2.9% |
| 3M | +17.4% | +14.7% | +2.8% | +11.5% |
| 6M | -2.4% | -12.8% | +10.4% | +1.8% |
| YTD | -14.2% | -23.0% | +8.8% | -6.9% |
| 1Y | -18.3% | -31.7% | +13.3% | -7.5% |
| 3Y | +11.5% | -4.8% | +16.3% | +10.7% |
| 5Y | -9.9% | +7.8% | -17.7% | -15.7% |
| 10Y | +204.4% | +184.1% | +20.3% | +105.2% |
| All | +529.7% | +1,286.0% | -756.2% | +171.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling