-21.4%
ABT vs CG
-33.8%
+12.5%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.2% |
| 7D | -5.9% | -9.9% | +4.0% | -5.1% |
| 30D | -8.1% | -11.7% | +3.6% | -7.2% |
| 3M | +14.5% | -4.3% | +18.8% | +14.9% |
| 6M | -6.3% | -8.8% | +2.5% | -5.8% |
| YTD | -17.1% | -26.9% | +9.7% | -15.7% |
| 1Y | -21.4% | -35.4% | +14.1% | -18.9% |
| All | -21.4% | -33.8% | +12.5% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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