+230.2%
ABT vs CB
+246.5%
-16.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | -5.6% | 0.0% | -5.6% | -5.6% |
| 30D | +5.2% | +7.4% | -2.2% | +2.5% |
| 3M | -2.7% | +8.6% | -11.3% | -5.6% |
| 6M | +28.8% | +16.1% | +12.7% | +21.8% |
| YTD | -12.3% | +20.2% | -32.5% | -18.3% |
| 1Y | -14.7% | +27.2% | -41.9% | -22.2% |
| 3Y | +21.6% | +72.7% | -51.1% | -1.9% |
| 5Y | -7.8% | +105.9% | -113.7% | -30.9% |
| All | +230.2% | +246.5% | -16.3% | +100.8% |
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