+4,479.4%
ABT vs CB
+7,037.7%
-2,558.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.5% | -2.8% |
| 7D | +3.5% | +0.2% | +3.3% | +3.5% |
| 30D | +12.0% | +9.1% | +3.0% | +9.9% |
| 3M | +2.5% | +3.4% | -1.0% | +1.6% |
| 6M | +29.1% | +14.1% | +15.0% | +25.2% |
| YTD | -10.1% | +18.0% | -28.1% | -13.6% |
| 1Y | -9.8% | +30.1% | -40.0% | -15.2% |
| 3Y | +23.3% | +71.8% | -48.5% | +8.4% |
| 5Y | -2.4% | +101.8% | -104.2% | -17.4% |
| 10Y | +239.4% | +252.1% | -12.7% | +149.5% |
| All | +4,479.4% | +7,037.7% | -2,558.3% | +1,966.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling