-14.0%
ABT vs CLX
+9.5%
-23.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.9% |
| 7D | -1.3% | +9.5% | -10.8% | -3.8% |
| 30D | +6.0% | +30.7% | -24.7% | -1.5% |
| 3M | -1.9% | +4.2% | -6.1% | -3.5% |
| 6M | +31.2% | +22.1% | +9.1% | +23.6% |
| YTD | -11.2% | +14.1% | -25.3% | -15.6% |
| 1Y | -14.0% | +10.3% | -24.3% | -17.1% |
| All | -14.0% | +9.5% | -23.5% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 1y: compounded portfolio wealth divided by compounded CLX 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…
1y analysis · Full analysis span regression · 6 months rolling