+699.6%
ABT vs CF
+5,315.1%
-4,615.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.3% |
| 7D | +3.5% | -3.2% | +6.7% | +3.8% |
| 30D | +12.0% | +4.3% | +7.7% | +11.5% |
| 3M | +2.5% | +2.8% | -0.4% | +2.0% |
| 6M | +29.1% | +0.6% | +28.5% | +28.5% |
| YTD | -10.1% | +56.6% | -66.7% | -15.0% |
| 1Y | -9.8% | +49.6% | -59.4% | -14.4% |
| 3Y | +23.3% | +61.5% | -38.2% | +14.9% |
| 5Y | -2.4% | +124.0% | -126.3% | -13.9% |
| 10Y | +239.4% | +573.2% | -333.8% | +157.5% |
| All | +699.6% | +5,315.1% | -4,615.6% | +333.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling