-4.2%
ABT vs CI
+49.9%
-54.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -2.7% |
| 7D | +3.5% | -1.6% | +5.1% | +3.9% |
| 30D | +12.0% | +5.4% | +6.6% | +10.9% |
| 3M | +2.5% | +7.3% | -4.8% | +1.0% |
| 6M | +29.1% | +5.3% | +23.8% | +27.2% |
| YTD | -10.1% | +8.5% | -18.6% | -12.1% |
| 1Y | -9.8% | +17.1% | -26.9% | -13.2% |
| 3Y | +23.3% | +1.4% | +21.8% | +20.5% |
| All | -4.2% | +49.9% | -54.1% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling