-7.4%
ABT vs CB
+107.6%
-115.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.8% |
| 7D | -1.3% | +2.9% | -4.2% | -2.4% |
| 30D | +6.0% | +7.3% | -1.3% | +3.3% |
| 3M | -1.9% | +9.4% | -11.3% | -5.2% |
| 6M | +31.2% | +19.6% | +11.5% | +22.4% |
| YTD | -11.2% | +21.5% | -32.7% | -17.9% |
| 1Y | -14.0% | +28.0% | -42.0% | -22.1% |
| 3Y | +20.7% | +74.9% | -54.2% | -4.9% |
| All | -7.4% | +107.6% | -115.0% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling