+14.3%
ABT vs COMP
+215.9%
-201.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.4% |
| 7D | -3.7% | +1.4% | -5.0% | -3.7% |
| 30D | +2.5% | -13.3% | +15.8% | +2.9% |
| 3M | +20.2% | +41.1% | -20.9% | +18.6% |
| 6M | -2.9% | +17.2% | -20.1% | -4.0% |
| YTD | -11.9% | +5.2% | -17.1% | -12.7% |
| 1Y | -16.5% | +18.9% | -35.5% | -17.8% |
| All | +14.3% | +215.9% | -201.6% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 3y: compounded portfolio wealth divided by compounded COMP 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…
3y analysis · Full analysis span regression · 6 months rolling