+6,642.4%
ABT vs CI
+7,591.2%
-948.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | -3.7% | +1.3% | -5.0% | -4.0% |
| 30D | +2.5% | +4.4% | -2.0% | +1.5% |
| 3M | +20.2% | +0.7% | +19.5% | +19.7% |
| 6M | -2.9% | +0.3% | -3.3% | -3.5% |
| YTD | -11.9% | +3.8% | -15.7% | -13.2% |
| 1Y | -16.5% | -5.5% | -11.1% | -16.5% |
| 3Y | +12.1% | +8.1% | +4.0% | +7.3% |
| 5Y | -7.4% | +42.8% | -50.2% | -17.4% |
| 10Y | +210.7% | +143.9% | +66.8% | +140.9% |
| All | +6,642.4% | +7,591.2% | -948.8% | +1,876.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling