+374.4%
ABT vs CG
+351.2%
+23.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.1% |
| 7D | -3.7% | -4.3% | +0.6% | -2.8% |
| 30D | +2.5% | -5.1% | +7.6% | +3.5% |
| 3M | +20.2% | +8.7% | +11.5% | +17.7% |
| 6M | -2.9% | -9.2% | +6.3% | -1.6% |
| YTD | -11.9% | -18.9% | +6.9% | -9.0% |
| 1Y | -16.5% | -25.6% | +9.1% | -12.5% |
| 3Y | +12.1% | +57.3% | -45.2% | -5.4% |
| 5Y | -7.4% | +10.2% | -17.6% | -17.5% |
| 10Y | +210.7% | +364.2% | -153.5% | +90.4% |
| All | +374.4% | +351.2% | +23.2% | +186.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling