+21.5%
ABT vs CG
+51.4%
-29.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.0% |
| 7D | -5.4% | -3.8% | -1.6% | -5.2% |
| 30D | +8.0% | +7.5% | +0.5% | +7.5% |
| 3M | +0.2% | -14.4% | +14.6% | +1.0% |
| 6M | +34.1% | -15.7% | +49.8% | +35.2% |
| YTD | -10.6% | -29.0% | +18.4% | -9.3% |
| 1Y | -11.8% | -22.1% | +10.3% | -11.0% |
| All | +21.5% | +51.4% | -29.8% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling