+683.1%
ABT vs CF
+5,948.3%
-5,265.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.1% |
| 7D | -3.7% | +6.0% | -9.7% | -4.2% |
| 30D | +2.5% | +14.8% | -12.4% | +1.0% |
| 3M | +20.2% | +14.1% | +6.1% | +18.5% |
| 6M | -2.9% | +28.5% | -31.5% | -6.1% |
| YTD | -11.9% | +74.9% | -86.9% | -17.5% |
| 1Y | -16.5% | +61.7% | -78.2% | -21.3% |
| 3Y | +12.1% | +80.3% | -68.2% | +3.4% |
| 5Y | -7.4% | +226.0% | -233.4% | -21.6% |
| 10Y | +210.7% | +569.9% | -359.2% | +135.8% |
| All | +683.1% | +5,948.3% | -5,265.2% | +320.6% |
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