+585.8%
ABT vs CAPR
-99.1%
+684.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.9% | +9.9% | 0.0% |
| 7D | +1.0% | +7.6% | -6.7% | +0.9% |
| 30D | +11.6% | +13.3% | -1.7% | +11.5% |
| 3M | +2.3% | +130.4% | -128.1% | +1.6% |
| 6M | +32.7% | -70.8% | +103.6% | +33.1% |
| YTD | -9.6% | -69.3% | +59.6% | -9.5% |
| 1Y | -10.1% | +59.5% | -69.6% | -12.3% |
| 3Y | +25.2% | +216.8% | -191.6% | +20.0% |
| 5Y | -4.5% | +152.7% | -157.2% | -8.8% |
| 10Y | +228.3% | -68.2% | +296.5% | +207.3% |
| All | +585.8% | -99.1% | +684.9% | +529.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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