+228.3%
ABT vs CI
+147.8%
+80.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.6% | -0.8% |
| 7D | +1.0% | +2.6% | -1.6% | +0.3% |
| 30D | +11.6% | +7.3% | +4.3% | +9.3% |
| 3M | +2.3% | +9.5% | -7.2% | -0.4% |
| 6M | +32.7% | +6.4% | +26.3% | +29.7% |
| YTD | -9.6% | +12.0% | -21.6% | -13.4% |
| 1Y | -10.1% | +20.1% | -30.2% | -15.5% |
| 3Y | +25.2% | +9.6% | +15.6% | +17.1% |
| 5Y | -4.5% | +52.7% | -57.2% | -21.9% |
| 10Y | +228.3% | +150.3% | +78.0% | +132.0% |
| All | +228.3% | +147.8% | +80.4% | +132.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling