+4,385.1%
ABT vs CB
+6,559.4%
-2,174.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | 0.0% |
| 7D | -3.7% | +0.5% | -4.2% | -3.8% |
| 30D | +2.5% | -3.1% | +5.6% | +3.2% |
| 3M | +20.2% | +9.0% | +11.2% | +17.8% |
| 6M | -2.9% | +2.9% | -5.8% | -3.6% |
| YTD | -11.9% | +10.1% | -22.0% | -14.0% |
| 1Y | -16.5% | +22.8% | -39.3% | -20.5% |
| 3Y | +12.1% | +73.8% | -61.7% | -1.7% |
| 5Y | -7.4% | +99.2% | -106.6% | -21.5% |
| 10Y | +210.7% | +218.2% | -7.5% | +133.3% |
| All | +4,385.1% | +6,559.4% | -2,174.3% | +1,955.4% |
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 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