+568.5%
ABT vs CAPR
-99.1%
+667.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.4% |
| 7D | -3.7% | -2.0% | -1.7% | -3.7% |
| 30D | +2.5% | +139.2% | -136.7% | +1.8% |
| 3M | +20.2% | -66.4% | +86.6% | +20.5% |
| 6M | -2.9% | -63.1% | +60.2% | -2.8% |
| YTD | -11.9% | -67.4% | +55.5% | -11.8% |
| 1Y | -16.5% | +58.2% | -74.8% | -18.6% |
| 3Y | +12.1% | +42.2% | -30.1% | +8.2% |
| 5Y | -7.4% | +87.3% | -94.7% | -11.3% |
| 10Y | +210.7% | -75.3% | +286.0% | +191.3% |
| All | +568.5% | -99.1% | +667.5% | +513.5% |
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