-5.1%
ABT vs CG
-17.8%
+12.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.8% |
| 7D | -5.4% | -3.8% | -1.6% | -4.9% |
| 30D | +8.0% | +7.5% | +0.5% | +6.7% |
| 3M | +0.2% | -14.4% | +14.6% | +2.4% |
| 6M | +34.1% | -15.7% | +49.8% | +37.1% |
| YTD | -10.6% | -29.0% | +18.4% | -6.6% |
| 1Y | -11.8% | -22.1% | +10.3% | -9.4% |
| 3Y | +23.9% | +49.1% | -25.3% | +5.3% |
| 5Y | -5.1% | -18.4% | +13.3% | -11.7% |
| All | -5.1% | -17.8% | +12.6% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling