+228.3%
ABT vs CB
+246.9%
-18.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.6% |
| 7D | +1.0% | +0.7% | +0.3% | +0.8% |
| 30D | +11.6% | +8.2% | +3.4% | +8.5% |
| 3M | +2.3% | +6.3% | -4.0% | 0.0% |
| 6M | +32.7% | +16.2% | +16.6% | +25.5% |
| YTD | -9.6% | +19.3% | -29.0% | -15.6% |
| 1Y | -10.1% | +29.2% | -39.3% | -18.5% |
| 3Y | +25.2% | +71.4% | -46.2% | +1.3% |
| 5Y | -4.5% | +104.2% | -108.8% | -28.2% |
| 10Y | +228.3% | +246.7% | -18.4% | +99.7% |
| All | +228.3% | +246.9% | -18.6% | +99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling