-5.9%
ABT vs CF
+35.9%
-41.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.4% | +10.0% | +5.4% |
| 7D | +12.5% | -6.9% | +19.4% | +12.2% |
| 30D | +16.1% | -3.7% | +19.8% | +15.9% |
| 3M | +10.2% | -5.0% | +15.2% | +10.1% |
| 6M | +33.7% | -10.5% | +44.2% | +33.2% |
| YTD | -5.5% | +46.5% | -52.0% | -9.7% |
| 1Y | -5.9% | +34.8% | -40.7% | -7.9% |
| All | -5.9% | +35.9% | -41.8% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling