-4.1%
ABT vs CF
+114.0%
-118.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.1% |
| 7D | +1.0% | +4.8% | -3.8% | +0.8% |
| 30D | +11.6% | +9.7% | +1.9% | +11.3% |
| 3M | +2.3% | +1.2% | +1.1% | +2.2% |
| 6M | +32.7% | +7.4% | +25.4% | +32.4% |
| YTD | -9.6% | +60.5% | -70.2% | -12.3% |
| 1Y | -10.1% | +50.7% | -60.8% | -12.4% |
| 3Y | +25.2% | +64.8% | -39.6% | +20.4% |
| All | -4.1% | +114.0% | -118.1% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling